This statement is not wrong, but it is not completely right, either. It is a basic observation from a genuinely religious people, who are simply unaware of the transcendent nature of that other religion's building.
Let me begin by correctly affirming the implication here of divinity within nature:
"The entire material universe speaks of God’s love, His boundless affection for us. Soil, water, mountains: everything is, as it were, a caress of God... God has written a precious book, “whose letters are the multitude of created things present in the universe,” [and] no creature is excluded from this manifestation of God." (Pope Francis)
God absolutely speaks to all people through nature; the created world is our most direct and immediately universal revelation of the beauty of the Creator. "Natural religion" is called that for a reason; it is an instinctive response to the divinity we see reflected in the blessed earth around us. Some cultures stop there, and worship nature itself-- not realizing that nature is our sister, not our mother (as Saint Francis beautifully penned). Some cultures do imagine "gods" in control of nature, but they are not creators, not of the very hearts of things; nor do they satisfy the even deeper human desire for something greater-- something we can know and touch, here, to tell us vividly of God, of the Heart of beauty itself.
Honestly? I say we still miss the Garden. We still dream of Paradise, after being cast out from it. Our "wanting more" was misplaced, as we already had everything... everything except loss. So we lost everything, and now we ache to return, not because it was lovely, but because of why it was lovely... because of Who created it and us.
That is the deeper point. For the Christian-- and especially Catholic-- soul, there is a recognition and explanation of the innately longed-for depth beyond the surface sparkle:
"When we immerse ourselves in the beauty of nature and be attentive to what is going on in our soul, we find that we have a longing for even greater beauty. No one ever said, “That sunset was all I ever wanted to see.” We always want one that’s a little brighter, a little longer, a little more picturesque. The beauty in nature awakens in us the desire for Infinite Beauty, Jesus Christ Himself." (Christian Williams)
And THAT is where the "building" comes in. It is not 'necessary' for worship, or for prayer, or for talking and listening to God. Nature is, indeed, a wonderful place for all those things. But nature has not been specifically instituted by God as a memorial of His Saving Sacrifice, as a specific and sacred spot of spacetime where He can still be with us physically. God is there in nature, yes, but not literally so. You can only touch God through the hands of a priest, and such a staggering miracle both deserves and demands a particular place to occur, something "set apart" from even the beauty of the natural world, which-- although inherently good-- can easily get tangled up in pagan pantheism, and whose greatest beauty pales spectacularly in the Presence of Christ.
We go inside a building to talk to God because He is literally there. We built Him a house we can visit Him in, like a friend, like a lover-- a place uniquely His own, built by His family on earth, something tenderly human and beloved even in its flaws. A church is not a sunset, but oh, once you have met the Lord there, you would gladly give up ever seeing another sunset, if it meant you could stay with Him instead, and taste Heaven on earth.
You will never have to hunger for Paradise again.