Which instrument allows for more natural improvisation of melodies?
For example, when there is a song playing, it is relatively easy to hum or whistle an improvised melody over it, while on a piano you would have to know which keys to press. A kazoo kinda allows the same simplicity because it is directly connected to our voice, and maybe a fretless instrument allows for more natural feedback. Some other instrument that requires more special technique would be then "less natural" in this sense.
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This kind of question is like asking whether red is better than green :-)
Instead of ranking what is "natural" I suggest looking at the qualities of the instruments and trying to understand how someone tries to exploit those qualities to perform.
Piano cannot bend pitch or sustain long notes or crescendo after a key is struck, but it can play chords and has a huge range. You don't need to worry about intonation as long as it's tuned. A lot of figures are probably easier to play fast on keyboard compared to wind instruments.
I sort of see your point about the voice being "natural." Singing is so fundamental. But... singing well is another story. A lot depends on the improv style. Humming a simple folk-like tune would be pretty direct with voice. But doing some jazz enclosures to decorate a chord arpeggio would be a challenge without lots and lots of practice.
About fretless instruments I think it's very much the opposite of what you suggest. To me they are harder to play, because it's hard to control the intonation. I think a strong case can be made that frets and keyboards were developed because they actually make it easier to play without a lot of training.
Having said all that, my personal feeling is wind instruments are well suited for expressive melody over piano and guitar. The voice-like qualities of winds seems directly expressive. Piano and guitar have weak tone and sustain by comparison. It doesn't mean they aren't expressive. It think they are just less directly (naturally if you like) expressive. Everyone has a voice so I think we respond more immediately to voice-like sounds. But that is largely an observation from the perspective of the listener not the performer. It shouldn't misconstrued as one instrument type over another is easier for improvisation.
The piano I believe to be the easiest because the notes are labeled and easy to figure out. The guitar is up there it's just you have to memorize the note names making that aspect a little hard.
The nice thing about guitar is you can play melody (with expression)and harmony.
Where the piano you can play melody (but not too much expression) and harmony on the piano.
The most expressive melody instruments are horns and the voice but they limited to single lines.
And instruments which allow you to play harmony are slightly less expressive in playing melody.
If you mean to say that singing is the "best" way to improvise melodies, I'll present a different point of view. Being able to play instruments provides structured ways to reason about music that you most probably don't have if you cannot play any instrument. And being able to read and write musical notation provides another such framework, or instrument.
Each instrument is like a new language - it lets you "say" different things, naturally lending itself to certain musical expressions that might not arise so easily from other instruments. For example the guitar makes it easier to play open chord voicings, and more difficult or even impossible to play very tight close voicings that are possible on the piano. If you "speak guitar" and use the naturally arising chord patterns for playing melodic notes, you tend to produce certain melodies that you would not have thought of if you could only sing. Or if you know the half-whole diminished scale on an instrument, and use it to create melodies, you'll create things that practically nobody would come up with otherwise. And if you learn to play chords and melodies on the piano (why not guitar as well), you might develop a certain sense for emphasizing chord tones. Or at least you can make more informed choices about chord tones vs. non-chord tones, if you know where they are on a visual reference scale.
So, go and learn to play instruments. It will expand your melodic ideas and make you a better musician.
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