Game Freak has added expanded upon Natures: They now do one more thing other than just change stats (including the neutral ones).

It's your job to assign extra effects to them (for example, Brave would be immune to flinching and Careful would increase accuracy if the user moved after the target; yes I know both effects are copied from Inner Focus or Zoom Lens but these are just example).

pic unrelated, I had to pick something.