Except that you can't use nuclear for heating - not unless you exchange all gas heaters with electric heaters. Which we are trying to get rid off, as they are the most inefficient form of heating.
Also, you can use nuclear also for direct heating, without passing trough electricity: city near the power plant can use the waste heat from cooling the reactor as city heating, that is with pipes that bring hot water in the homes for heating the radiators or making domestic hot water. Of course that is doable only for a city very near to the reactor, since transporting the heat have losses. But it was common in old soviet cities to use that form of heating.
Do you mean the conversion into electrical energy is "the most inefficient"?
If you use heat pumps, that goes even cheaper (by the CoP of the heat pump).
You can switch power or gas suppliers at any time.
https://en.wikipedia.org/wiki/District_heating#District_heat...
Every joule of electricity will give you more joules of heat than will gas.
The issue is moving and storing around a joule of electricity is much harder than a joule of gas.