Alder may not need grain filling but most of the time its grain pattern and so forth is useless for a natural finish.
Even if you take grain filling out of the equation doing a good natural finish whether you use lacquer or one of the finishing oils is a lot of work. It also ends up costing in some cases more than you might imagine for materials, tools, rags, time etc. Unless you are going to enjoy the process and/or have time on your hands, which you might not if you want to avoid grain filling, it might be better to buy a natural finish body.