Since grandmasters are good at calculation, do they practice blindfold for improving calculations, or does it come naturally over time by solving a lot of complex calculations?
My answer is, it comes naturally.
The more often you see the chessboard, the more it will internalize at some point. Even though I am only an IM, the ability to play blindfold came naturally to me at some point.
Often players who participate in a lot of tournaments write down the moves on a scoresheet at mentioned earlier. But also, in analysis with others we are constantly mentioning moves and internalizing the coordinates of the chessboard. It is hard to say though at which point it happens, but it does happen.
I am not sure how to explicitly practice this skill though. Reading chess games without a board will definitely increase the ability.
One other thing I have noticed is that an absolute topGM like Gelfand does not even look at the board anymore. He is often sitting with his head down, and flipping a pawn while contemplating. This has led me to believe that the actual position is can be unwanted background noise for some!
Your question is quite interesting. If you are new to blindfold, I think this thread will help you: Can playing blindfold chess be learned or is it a natural skill?
Now, back to your query. I have discussed this topic with a GM, who is one year senior at my college. According to him, playing blindfold is "NOT impossible", but it's fairly difficult. As they participate in lots of classical tournaments where they have to write the scoresheet by hand, it is easy for them to quickly visualize the board. Also, their training process helps them to calculate from certain positions without playing the moves. But, on the other hand, it is fairly difficult to keep up every possible move, visualize every possible position and that needs intense focus and concentration. But, since they are calculating and visualizing chess more often than normal people, it is comparatively easy for them to play blindfold chess after practising for some time.
In a nutshell: it doesn't come naturally over time without practice, even if you are a GM.
I discovered I could play blindfold by accident. I was playing a game online and the pieces didn't load onto the screen but I could still play. I (surprisingly) won the game fairly easily. I've played quite a few blindfold games since then. I still make some dumb mistakes but I can follow the game for the most part. I'm probably 1500-1600 blindfolded.
The longer the lines you can visualize and the more opening theory you know the easier it is. I like to sit quietly with my eyes closed and cut off all external stimuli as much as possible. To me, maintaining concentration is the hardest part.
If you pay long enough and get good enough you'll probably reach the point where you can play blindfold without much effort. On the other hand, you can practice it and get better too though just like anything else, although you'll always have a ceiling of where your normal chess ability is.