synthetic oils and greases are (generally) produced from gasses rather than liquid petroleum or vegetable oils. Those gasses CAN include natural gas such as methane, which is both found deep in the earth and as nearby as your sewer or barnyard...maybe even closer!
And, although methane may be "natural" it's also considered many times more harmful than carbon dioxide as a contributor to global warming and/or climate change...there, I said it both ways.