No argument with the essence of what Dravid is saying - should change your style if the situation demands such a change. Will offer two comments for the sake of discussion (slow day here :-)
1) Not sure that Sehwag’s shot was reflective of his natural game. There is a method to Sehwag's madness that goes beyond the simplistic Jatt stereotype. His natural game is not as risky as it may superficially seem - you don’t maintain such a high average over so long of a time otherwise. I think this was more a case of him just losing it for one stupid moment. (Sambit Bal had a good analysis on Cricinfo where he tried to explain Sehwag’s issues with spinners he doesn’t rate).
(2) Not sure Sehwag needed to change his natural game for this situation. One could argue that Sehwag’s natural game would have been a superior strategy to the stonewalling strategy of Gambir and Dravid. Batting time over two days at a snail’s pace is fraught with danger (esp on such a benign pitch) - you are not doing anything to proactively change the time equation in your favor; meanwhile any number of factors could conspire to get you out (as Dravid found out). In contrast. getting runs on the board reduces the time pressure as it introduces the additional time demand for the other side to bat again. That was my biggest fear with the way Dravid and Gambhir were going at it on the 4th day - if either one had gotten out, pressure would have been tremendous with a large deficit still looming. Tendulkar and Laxman upped the scoring rate, and in the end, we drew, so we’re all happy. Sehwag, playing the way he did to get us a draw in Adelaide or the way he did against Murali and Mendis in Colombo (no stupid shots, still a great scoring rate), would have changed the time equation even more effectively.
Agree with your analysis. However, there are players like Afridi who play their "natural" game no matter what, and use this as an excuse for not improving themselves.