Maybe this East African admix could be related to ancient Natufians no?
I'm not sure. It's been shown multiple times in multiple papers and separate analyses that Natufians carried no SSA.
I think there might be two reasons for East African showing up in West Asians and Southern Europeans. One is back flow from West Eurasia into Africa, which we now know, from numerous papers, actually happened. We also know those genes were very "farmer" like or Natufian like, perhaps. With these kinds of tests, unlike IBD tests, you can't tell the direction of gene flow.
On the other hand, I've speculated many times that over the years there might have been some minor movement north of East African genes, themselves approximately 40% or so West Eurasian, reaching into West Asia and perhaps southeast Europe and beyond, as we can see from the Spanish result. There's a sort of diffusion of minor ancestry. The same thing happened in Eastern Europe, with some Eastern Europeans in this analysis getting minor eastern ancestry. Then, of course, there's the Finnish speakers with their Siberian/East Asian ancestry. That applies to northern Russians as well. Where different ethnic groups abut each other, there's bound to be some diffusion of genetic material.
West African ancestry is different. The diffusion in ancient times would be up the west coast of Europe. In more modern times, since the Arab slave trade, some West African women, primarily, might have been brought into West Asia, although from things I've read, most of them were from East Africa. So, I bet some Palestinians, Jordanians, Saudis, etc. would get West African. I would think Egyptians would have it too. It might have been in the Berbers to some minor degree even before the Arab slave trade, so perhaps some will show up in Iberia. In the latter you would also have a few people who get it from back flow from the New World.
The comparison here is with 23andme, where in even the most southern areas of Europe some people only get very minor "African", perhaps .4 or something. My theory is that this is either a minor element of some ancient "East African" that may be present, or a tiny amount passed on by Berbers. It could also just be noise, however. The only reason that I don't consider my .2 East Asian noise is because I've seen numerous people from my area get it.
Speaking of noise, I think I remember that the "noise" parameter for this test is at least 1%, so there's that to consider as well.
We're talking about very minor ancestry here, of course.
Anyway, this is all conjecture on my part. Someone should ask the creator of the test.