"Thousand of times more efficient than CO2" is not a relevant comparison though. How much leakage is there versus the intended amount of burned CO2 from natural gas furnaces? How much is it versus the ~1% of methane that gets leaked from the natural gas system as it gets delivered, because methane is a far more potent greenhouse gas than CO2.
A typical line set of 1/4 tubes, running 50 feet, versus how many therms of natural gas for a winter?