I think you want a wood that has some natural weather and decay resistance without being treated. Redwood and cedar come to mind as being particularly easy to work with. They are soft woods and may mark over time, but the cats can get a grip on it, especially for ramps. Oak is beautiful but is very expensive and will grey outside and is rather hard to cut, nail, screw. Pine and fir will not hold up to weather as well. I don't know what is available in your area, but here (CA) we would use Redwood. I think your stain / sealer would work fine with that. I didn't look closely, but low odor formulaiton would seem to be an advantage with the cats.
Man those guys are lucky, I should be treated so well.