I have seen this one too. You make a good point as to why the burning ritual is called "The Cremation of Care", but this could also be interpreted as them burning any care they have left in them for the next 12 months ahead, until they come back to the Grove to do it again.
Also, the word "she" is used a lot when describing nature, but also for many other things, from countries to cars, so this is open to debate, but i
do agree that they are worshipping nature to an extent. One of the supposed plans of the Illuminati is to kill off much of the human population, and
bring it down to a figure of 500,000. Therefore, letting nature flourish.
Although Alex does put a lot into the documentary, remember that he was only there for one day, i believe the event lasts about a week. So, even
though we see many strange things happening from that night he was there, one can only wonder what went on in the other days!