The example that a finite vector space is naturally isomorphic to its double dual seems to be the canonical example of natural isomorphisms.
Concretely, there are two functors $\mathsf{Id}, {-^*}^* : \mathsf{FDVect} \to \mathsf{FDVect}$ which represent the identity functor and the double dual functor, and one can construct a natural transformation $\alpha : \mathsf{Id} \Rightarrow {-^*}^*$ as follows: $$ \alpha_V(v)(f) = f(v)$$
However, in order to show that $\alpha$ is a natural isomorphism, one needs to find an inverse $\alpha^{-1}$.
I know that each $\alpha_V$ has an inverse, as the vector spaces are finite dimensional. I also know that if $\alpha$ is a natural transformation, then I can construct an inverse natural transformation by using the $\alpha_V^{-1}$'s.
However, the fact that $\alpha_V$ has an inverse $\alpha_V^{-1}$ does not seem very "natural" to me. I had to use a base of $V$ in order to construct $\alpha_V^{-1}$, and people always say that "choosing a base is not natural" (at least that is the reason why $V \cong V^*$ is not natural, right?). Despite of that, I know that $\alpha^{-1}$ is natural.
What is going on? Am I choosing a wrong $\alpha^{-1}$? Choosing a basis like that for $\alpha_V^{-1}$ is natural?