How is it "so efficient for heating"? It's much more efficient to burn the gas for electricity then use the electricity to run a heat pump.
While burning nat. gas is efficient, you do lose energy in the process.
A coal plant is 50% efficient, and CHP plant is 80-90% efficient.
A nat. gas heat pump is 80%-93% efficient depending on the money you want to spend.
A standard efficiency nat. gas furnace is at least 80% efficient, they top out at 98% efficiency.
Pretty obvious that converting from heat to electricity to heat is going to be less efficient than just converting to heat.
Not to mention the furnace is more efficient than the gas plant (max of 98% compared to a max of 90%).
Also the transmission and storage of nat. gas vs electricity is more efficient.
That's why nat. gas is used for heating more in the north and less so in the south.
At a certain point it's more efficient to burn the gas directly.
The below PDF has a chart of temps to efficiencies. 47F will be around 100% efficiency or a CoP of 1. New York winter days are generally below that.
https://www.energy.gov/sites/prod/files/2017/04/f34/2_32219_...
That's a potential 40% energy loss. 20% at the plant, 20% at the house.
It all depends on the region's temperature. Electric heating is more efficient in some places, less efficient in some, and equal in some.
For New York, it does not make sense to use a heat pump:
https://www.currentresults.com/Weather/New-York/Places/new-y...