It took genuine nerve for Sheena Easton to call her album What Comes Naturally. To her, nothing does. Easton has always been a musical mannequin, a featureless vessel given identity by the accoutrements hung upon her. In her past hits, she's been musically outfitted as a perky lounge singer (in 1981's ''Morning Train''), a New Wave toughie (in 1984's ''Strut''), a Prince sex-bomb (in 1985's ''Sugar Walls''), and, most convincingly, as a shill for an exercise club (in her moist Jack LaLanne ads). Her latest ensemble (like her last few) finds the singer in the duds of a dance queen, imitating the Minneapolis sound created by Janet Jackson's producers, Jimmy Jam and Terry Lewis, and by Easton's old flame, Prince. But at the center there's a cipher. Easton's voice sounds processed enough to be the result of some terrifying science project. She can hit lots of notes, but emotionally she never connects the dots. None of her huffing and puffing can hide the secret truth. As a performer, she's nothing more than Julie Andrews wearing a G-string.