Well, frankly one does. A heater on some of the walls has been enough for our family home in Norway for decades. Not sure how it's "wildly inefficient". Could always install a heat pump if so.

And if it were true that one cannot just plug in some heaters, one would then have to integrate something better into one's home... how is that still more pain than having to exactly that for the gas to work? Not sure about the safety concerns are anything compared to burning gas, either.