There's a reason why different gasses are used in different applications. Combustiblity, pressure required for liquefaction, flashpoint, safety and so on.

There's a lot of overlap between these in some areas like home heating and BBQs, but each application requires some engineering to make it work with any particular fuel.

The energy storage density of hydrocarbons make them more practical as a fuel in situations where portability is a concern. For example: You could have a hydrogen BBQ, but the tank would probably have to be much larger for the same amount of burn time.