Unless gas is subsidised I don't really understand how gas can be cheaper. A modern heat pump can give 3-5 kWh of heat using 1 kWh of electricity. And a modern gas generator is roughly 50% effecient at creating electricity (according to the Internet). So by using electric and a heat pump you should be able to get 1.5-2.5 times more heat from the same gas by making electricity of it first compared to burning it directly.