Yes, it seems natural. But it is also important to open ourselves up to disappointment. Because life has its opposites. There's praise and blame, pleasure and pain, fame and obscurity, gain and loss, black and white, night and day, etc. Life is a mixture of pleasure and pain.
Fortunately for most human beings there's a mixture and this is why Buddhism believes the human realm is a very good place for practice and spiritual development. This is because we're not overwhelmed by pain, we have some capacity for pleasure. And we can also try to remember that the Buddha encourages us that in order to let go of attachment to pleasant worldly feelings, we cultivate pleasant spiritual feelings. And in order to let go of attachment to unpleasant worldly feelings, one cultivates unpleasant spiritual feelings. And in order to let go of attachment to neutral worldly feelings, one cultivates equanimity. By always trying to avoid pain, we may crave for constant pleasure, but if we learn to open to whatever comes to us in a more balanced way, we let go of the causes for Dukkha within ourselves. But certainly seeking pleasure is natural and according to what Buddhism teaches, it is why we are born as human beings, because of our desire and craving for pleasure.