The method

SimpleNaturalIdLoadAccess.getReference(Object naturalIdValue)

is documented with

"@return the persistent instance or proxy"

This is wrong. The method returns null if the entity is not found.

See implementation

@Override
public Object getReference(Object naturalIdValue) {
final Serializable entityId =
resolveNaturalId( getNaturalIdParameters( naturalIdValue ) );
if ( entityId == null ) { return null; }
return this.getIdentifierLoadAccess().getReference( entityId );
}

TestCase:

getSession().bySimpleNaturalId(User.class).getReference("NO_USER_WITH_THIS_NAME");