Earlier quoted context omitted.
But is it more efficient overall? Gas to elec, infrastructure losses, etc. vs just gas to heat?
Sure. A heat pump only needs to be 170% efficient to make back the generation losses. As for infrastructure losses, natural gas distribution has leaks as well. Also, if the power plant is integrated into a CHP system to heat nearby households then generation gets back some percent.
Methane leaks are much more environmentally damaging than often appreciated because methane is such a potent greenhouse gas.