1) Pig farm produces special pigs, called "pork", and they give special meat used for cooking. Or you can just keep those pigs as pets. These can't be obtained any other way.What resources can't be acquired without natives?
2) Wool and milk can be harvested from sheep and cows respectively in breeding farms. Milk is good for cooking, while wool is less useful.
3) Natives set to "gathering" sometimes bring small exp berries. They can also be looted from enemies, but this is unreliable.
4) Mines in the far north sometimes produce diamonds. They say it depends on coordinates, not biome.
There are alternative sources of diamonds, but they are also difficult.
For example, one can fight high-level raids to get warrior orbs and exchange them for diamonds at a trader.
Still, I think going to the dungeon is the most plentiful source of diamonds, and mining for them is not a very good idea.
That's all I know. But it's possible the developers will add more in the future.