I really hate that companies are allowed to use "natural flavors" and I refuse to buy any products that say that unless they are able to specifically tell me what's not in it.
Lots of people don't realize that "natural" can mean pretty much anything that's not produced in a lab.
There is a trend though where some companies include in the nutrition facts the sources of their ingredients. That's how it should be.
In the US you can write "modified food starch" and that can mean a million different things. In Europe they have specific numbers for different types of "modified food starch."
The characteristic flavor of cinnamon is almost entirely due cinnamic aldehyde.
There's a lot of it in various species of Cinnamomum. My guess is that they are using a mix of true cinnamon and its close relatives.
It occurs rarely and in small amounts in other plants, so small that I don't think it would be economical.
The only other shortcut to "natural" flavor that I can think of would be GMO bacteria or something.
It's very likely that the natural flavors include other things unrelated to cinnamon, like vanillin or eugenol (cloves, carnation). Flavoring is an art closely related to perfumery, by the way.
I asked the company to confirm if cinnamon was one of the “natural flavouring” and they refused to confirm!