Throughout the show, the N.A.T.A.L.I.E. projection is presented as looking and sounding like a human physically present in the room, except for the occasional glitch and (not consistently) another character passing between her and her source.
Despite being a projection, a 360-degree view of her is always given, she somehow has a shadow, and her voice emanates from wherever she is sitting or standing, rather than the source she's projected from (the suit, the necklace, etc.). Additionally, whenever the necklace is partially or fully tucked away, the projection remains undisturbed.
SPOILER: There's a theory that Mephisto used N.A.T.A.L.I.E. the whole time (including causing her creation in the first place), to bring Riri ultimately to him, and to use her loss as a way of manipulating Riri. So one can try to hand-wave the projection's incongruities as "magic." But Riri is a scientist, and would have absolutely noticed all the impossibilities that the projection presented.
In short, several plot points required N.A.T.A.L.I.E. to appear convincingly human, so that's how the showrunners presented her, even though it makes no sense.
