Definitely agree.  A data warehouse will outlive the operational systems that feed it and succeeding operational systems won't necessary use the same keys or even data types.  For that reason surrogate keys in the data warehouse are a necessity.
In operational systems I have learned that there are very few immutable natural keys. 

3rd party keys, even from ISO standard sets tend to change.  For example ISO3166 country codes change rather more frequently than you might imagine.  ISO5218 Gender seems relatively safe.  Thanks to the LBGTQIA community for an example to us all of how thorough testing should be done.