That’s the point of native tests – to use the native host compiler (for Windows/Linux/Mac) to test that code which is hardware independent (or mockable), so no Arduino.h is available by default. What do you want your computer to do when when you call digitalWrite(LED_BUILTIN, HIGH);? 
See e.g. Redirecting... and the native and embedded tests for the calculator example.
Of course, you can still use techniques like mocking functions and objects, this thread gives some ideas.