Question

why are the metal like na,k,ca,mg never found in their free state in nature

Answer 1

Because of it's electronic arrangement and low electro negativity, these metal oxidizes easily even with air moisture. these metal tends to lose an electron to reach electronic state of Neon, the previous stable nobel gas.

Answer 2

Na, K, Ca and Mg are alkali and alkaline earth metals. They are most reactive metal and readily react with atmospheric oxygen and other gases. Therefore they are found in nature in the form of their compounds.