Some of the sounds may seem unnatural for you simply because you haven't been able to hear them before but now you can. It just takes getting used to them.
As for hearing a lot of things you don't want to hear, not sure if ANY HA is smart enough to know what you want to hear and what you don't want to hear because it's so subjective and different between individuals anyway. Even a normal hearing person can't pick and choose what they want to hear so you can't expect any HA to do miracle in this department. About the only thing you can have your HA do is put it in a directional beam forming mode so that it'll only pick up the sound in front and not in the back or around you. But in a noisy place, what you don't want to hear is going to be all around you, including the front anyway.
The Oticon OPN in particular is designed to let you hear everything and expect your brain hearing to learn to tune out what you don't want to hear and focus on what you want to hear. If you have expectation that the OPN should do this work for you instead of your brain hearing doing this work, you'll have picked the wrong HA and be greatly disappointed in it. But if you embrace their "open" paradigm and are glad that you can hear everything and give your brain hearing time to adapt and train it to tune out what you don't want to hear, you'll be happy with the result after your brain hearing has been trained well enough for it.
HA wearer since the 1990's > Rexton Insite+ CIC (2011-2016) > Oticon OPN RITE (2016)
KHz 0.25...0.5...0.75...1.0...1.5...2.0...3.0...4.0... 6.0...8.0
Left ...10...10....10.....30.....70....75....80....95.. ..90....80
Right .25...30....40.....55.....75....85....90....90...1 00...100