it does occur naturally, but natural amethyst and sapphires are 10x the price or more. you would have to go out of your way to buy them. 99% of whats out there is heat treated
Your absolutely right,there is a variety of colorless sapphire called geuda,or very cloudy ones these are heat treated and become clear blue or clears any opacity and they become a much clearer and brighter blue stone. A lady that did some last minute exam tutoring for me had actually seen it being done, according to what she saw they heat them up to incredible temparatures where they are mined by the locals....................in old oil barrels!!!!!!!!!!!!!!!!! Goes without saying she stood well back as the crystals can 'pop' or explode with a huge force and she did'nt really care for the idea of wearing a red hot sapphire in her shins!!!!!!!!!!!!!!!!( I would have been stood behind her if I was there!!)xxxxxxxxxxx