I found this useful little summary, which is still relevant despite being several years old, about the difference between wanting (desire, which can often be unconscious) and liking (pleasure). Both must happen for a person to choose pleasure!
These can be decoupled. In schizophrenia, for instance, anhedonia, the loss of pleasure, seems to be mainly a loss of anticipatory pleasure. The person doesn't get any expectation of pleasure with wanting, so they tend not to seek pleasure. But if guided to engage in an activity, they often do experience liking, pleasure. Without desire for what we like, we would never take action to obtain it.
In some cases, wanting can itself be pleasurable-- there can be liking of wanting. An example is the pleasurable hunger when we know a meal is almost ready, and the hunger improves the flavor!
In situations like addiction, the person has wanting without liking, and the wanting is not pleasurable either. It's a sensation of being driven but minus enjoying. There is a fair amount of published research in the marketing world about how to increase wanting without concern towards liking. For example, eye tracking can catch unconscious wanting of a product.
This summary uses "natural" differently from Epicurus, and the distinction is key. Epicurus wasn't referring to manufactured things like synthetic or processed opiates as unnatural. He was referring to non-existent things-- things you could want forever but never get, like unlimited wealth, because such a thing is only imaginary. But he was still noticing that wanting and liking could sometimes get separated.
So the underlying lesson is the same, and now we have more research to help us understand and predict which situations can lead to less pleasure, either due to desire without pleasure or loss of desire so that the person never takes action to get pleasure.
The specifics will vary somewhat between people. A useful process might be to make some lists-- what desires can't be fulfilled and are also not enjoyable to want? What desires can be fulfilled but don't cause pleasure or lead to more pain? Can you limit those, such as by avoidance of sophisticated marketing triggers? What desires lead reliably to pleasure when filled? What pleasures are not, for whatever reason, triggering desire, so that you forget to pursue and enjoy them-- and can you overcome your lack of desire by developing habits of pleasure, such as by putting certain activities on your calendar?