In what ways does he think the natives are “superior to us”?

In the last letter of the series (XII), de Crevecoeur tells the story of a gentleman who took in an Indian child after the child's grandfather passed away. The gentleman intended to educate the young boy just like his own child and cared for him "in respect to the memory of his venerable grandfather, who was a worthy man." However, in the spring when the family ventured into the woods to make maple syrup, the young boy disappeared. Seventeen months later, the gentleman heard that the boy had traveled to the village of Bald Eagle, where he would stay.
De Crevecoeur tells this story as one way that the natives are superior to the Europeans, because one can

"give him the best education you possibly can, load him with your bounty, with presents, nay with riches; yet he will secretly long for his native woods...and on the first opportunity he can possibly find, you will see him voluntarily leave behind him all you have given him, and return with inexpressible joy to lie on the mats of his fathers."

For Europeans, they are always longing for big, better, and more, but the natives are content with what is already around them. De Crevecoeur goes on to claim, "[W]ithout temples, without priests, without kings, and without laws, they are in many instances superior to us." De Crevecoeur comes from an interesting place when writing this letter because he is a Frenchman living in the New World. He understands how the Church and the Monarchy have negatively influenced the citizenry of Europe, so in making the previous statement, he sees the Natives as superior to Europeans.
De Crevecoeur later claims,

"they [the natives] most certainly are much more closely connected with nature than we are; they are her immediate children, the inhabitants of the woods are her undefiled offspring."

De Crevecoeur recognizes the Natives' connection to nature and the positive influence it has on what he at times considers a savage lifestyle. All the same, his wistful tone indicates that he wishes to be more connected to nature.