Why does three-finger swipe gesture not support natural scrolling?
This may be one of those things that is labeled as a "feature not a bug." It's possible that the swiping gestures that are the same as the gestures on Snow Leopard are considered "Legacy" gestures. If that's the case then it is possible that having it "backwards" Is the expected behavior. If it's a legacy gesture then it may be considered to ignore natural scrolling because that is a "new" feature. I'm not saying that's how it should work, if you ask me if you change the direction of scrolling, it should apply to all gestures, not just the scrolling ones. I've moved mine back to the two finger option for the moment. You should file it at http://www.apple.com/feedback to make sure that Apple knows how confusing this is.