Mostly because natural gas is a one and done thing when it is used. Batteries can be recycled. Production of natural gas is largely done through racking which destroys the groundwater. While batteries often require mining (excluding mechanical ones), they often can be broken down and reused in new batteries. And of course there is the greenhouse gas emissions from methane that are horrible. Methane is extremely leaky. Methane usage emits about as much greenhouse gas emissions as coal does.