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As an expert non-native speaker, I can sense a slight difference in the two expressions, in that "being unselfconscious" can be used in a positive sense, whereas "lacking self-consciousness" is definitely negative.

Is that so also for native speakers?

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    At first I was willing to say yes, but I've found fairly neutral-to-positive uses of "lacking self-consciousness" and negative expressions of "being unselfconscious." My best guess is that "lacking self-consciousness" more often refers to lacking a capacity of self-awareness, which may be negative toward adults but could be neutral or descriptive of children who are still developing. "Being unselfconscious" feels like it can refer to humility (lacking excess self-consciousness, rather than lacking the capacity for it), but I've also seen it refer to capacity. Sorry I can't answer better. – TaliesinMerlin Jul 6 '20 at 16:48
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I generally agree with TaliesinMerlin's comment. When applied to a person (rather than say a text), "lacking self-consciousness" suggests not having the capacity for it, which may well be a negative, since self-consciousness is often a desirable trait. e.g. "Steven completely lacked self-consciousness at the party and ended up really upsetting Guilia".

"Being unselfconscious" is more of a temporary state, and I generally hear it as a more positive thing: e.g. "When speaking in public, being unselfconscious is often helpful." Negation with "not" rather than "un-" might be more natural in some cases: "Guilia really put Sam at ease, so he was not self conscious when he had to perform.". Note also the meaning "without affectation or pretence" at https://www.wordreference.com/definition/unselfconscious : this is generally positive.

The negative sense in "lacking self-consciousness" perhaps comes from "lacking", which often points up something that might be desirable. In any case, I generally understand it in the sense of second meaning at https://www.wordreference.com/definition/self-consciousness : "conscious[ness] of oneself or one's own being.", which is a often positive, unless forthright, confident or brazen behaviour is desired!

In short, I don't think they're completely synonymous, but the meanings are close.

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    I agree, "to lack" is the crucial meaning-changer. It generally presupposes that the following phrase will be a positive quality that the person lacks. This is not a grammatical effect but a psychological one. – chasly - supports Monica Jul 6 '20 at 17:20

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