Sure it does, it directly effects prices. Also the efficiency affects how much CO2 you generate, you don't win anything if the absolute amount of CO2 goes up.
> Why would you want to use fossil fuels to generate electricity anyway nowadays?
Because the system has a big inertia? AFAIK there are no western countries who generate 100% of their electricity fossil free, Norway and New Zealand come quite close but are not 100%. For most countries its still around 30% at least which is fossil.
> I've spent several months above the polar circle and lived in Germany and Minnesota where it gets much colder than in France. Heating a 2 bedroom mountain cabin in winter in Sweden in -36C works fine with 3x2kW electric heaters. It's basic physics, there isn't any advantage to using gas given the same power ends up being transferred to the inside of the building as heat energy.
OK then do the exercise, the price for electricity is ~0.28 kWh, how much would it cost to heat that cabin for the year (and we haven't heated water yet).