I raised the idea of natives like in VGAP some time ago but nobody swallowed the bait. Not sure how useful or fun they'd be in SE4 at the moment though. If nothing drastic is changed in the way population work in the game they'd just be easy targets to flesh out your workpool and get pop that breathes another atmosphere. Even easier pushovers then neutrals. Doesn't add much imo.
However, it would be fun if how you treat them somehow affects your own populations views on you and how other empires view you based on happines type and demeanor. Do just ignore them, protect them, incorporate them into your empire, exterminate them (Something for you Atrocity? Spacing some natives just gotta appeal to your darker side.
) and so on. If you establish a protectorate and hinder contact with high tech to try and not do to them what Europe did to the American Indians some races would think highly of you while others would despise you for being weak and soft. If you did introduce high tech and thus contaminated their culture responses would differ. If you simply conquered them outright it would differ again. And your own populations reaction would also differ based on your happines type and demeanor. Would be kind of fun but I don't see it happening anytime soon, if at all.