Paul gives us some help on the OP question. Romans 7:14-25
Paul, of course was one of the most spiritual men in the New Testament. And even he described himself as "carnal." And he lamented that battle that was constantly being waged. So, no, we don't lose our sinful nature. We are given a new nature to battle the old nature.
Romans chapter 7 is not Paul speaking of himself as a Christian, but an unregenerate man under the law.
In verse 9-11 he clearly tells us he spiritually died.
Rom 7:9 For I was alive without the law once: but when the commandment came, sin revived, and I died.
10 And the commandment, which was ordained to life,
I found to be unto death.
11 For sin, taking occasion by the commandment, deceived me,
and by it slew me.
In verse 7 Paul tells us when he learned the law. He said he would not have known sin except for the law, he would have not known lust except the law said, Thou shalt not covet.
When Paul learned the law he was convicted as a sinner and spiritually died.
In verse 14 he tells us he is carnal, sold under sin.
14 For we know that the law is spiritual: but I am carnal,
sold under sin.
No Christian is sold under sin, we have been redeemed by the blood of Jesus and now belong to him.
In verse 23 Paul tells us he has been brought into "captivity to the law of sin".
23 But I see another law in my members, warring against the law of my mind,
and bringing me into captivity to the law of sin which is in my members.
No Christian is a captive to sin, Paul repeatedly tells us he has been made free of sin and that the Spirit has made him free from the law of sin.
Rom 6:22 But now being made free from sin, and become servants to God, ye have your fruit unto holiness, and the end everlasting life.
Rom 8:2 For the law of the Spirit of life in Christ Jesus
hath made me free from the law of sin and death.
Christians still have this earthly body until we die and will always be pulled and tugged by the lusts thereof, but no Christian is sold under sin or a captive of sin. If you are sold under sin and a captive of sin, then you will go straight to hell when you die, as sin OWNS you.
No, we have been purchased by the blood of Jesus. We have died to sin and been raised to new life, we are free from sin.
Romans 7 is Paul speaking of himself under the law before he was saved. He wanted to do good, but he was held captive by sin.