No, that isn't how it works at all. You're just measuring it a different point. Power plants have similar thermal efficiency that is compounded by the losses in transmission & charging the battery.
https://www.forbes.com/sites/enriquedans/2018/08/19/myths-an...
Even if the grid were entirely fueled by coal, 31% less energy would be needed to charge EVs than to fuel gasoline cars. If EVs were charged by natural gas, the total energy demand for highway transportation would fall by nearly half. Add in hydropower or other renewables, and the result gets even better, saving up to three-fourths of the energy currently used by gasoline-powered vehicles.
Significantly more losses in the manufacturing, refining, delivering, and distribution of gas.
I always thought the difference was larger for a coal powered electric vehicle.
The total system efficiency is what matters. As other posters mentioned, even diesels beat the efficiency of an EV when you measure well to wheel:
https://ui.adsabs.harvard.edu/abs/2020SJRUE..24..669A/abstra...