i don't think it's unnatural to think that way. there's hierarchy to so many things. academic hierarchies, income hierarchies, housing hierarchies, etc. leagues generally has to do with... physical attractiveness- an attractiveness hierarchy. for example, for someone who doesn't graduate from high school- Harvard is probably out of their league. for someone who doesn't give a shit about their appearance at all- someone who is very attractive and gets tons of attention is probably out of their league. this isn't always true... but i think that it's more often true than not true. i rarely come across couples where i can't understand why they're attracted to each other. people tend to gravitate towards people of similar attractiveness level.
I think it has to do with self esteem. I once visited a councillor and tried to address some self esteem issues, she said that there was a distinct possibility that if I improved my self esteem that I would no longer be attracted to my parter as peopole are attracted to those with a similar self worth.
I think people say league when they think that they are not good enough for that person, so to me it seems logical that unwittingly, people are associating a persons self worth (or the worth THEY assume they place on themselves because they are attractive/successful etc) with a league, or tier and are placing themselves on a lower tier. I think it is all about self esteem and how we value ourselves in the dating market. It has everything to do with how we see OURSELVES, and not the other person.