I think the consensus on why heat pumps _should_ be the future is that you can power them with low carbon electricity, as opposed to literally world destroying natural gas.
A heat pump operating at 250% efficiency will use just as much natural gas as a furnace operating at 100% efficiency.
Modern heat pumps can often exceed 250% efficiency, making them use less natural gas, even if they are ultimately powered by a natural gas burning power plant.
I vaguely recall I did some back of envelope math a couple years back and determined that a natural gas powered heat pump was actually more efficient (in terms of emissions) based on my grid power source mix. Solar breaks that equation obviously.