Fugitive gas from CNG is a thing. CNG comes from fracking, which wreaks havoc on the water table. You aren't considering the supply chain costs of CNG, but you implicitly do include them for coal, which comes from equally polluting sources.

NG is a byproduct of oil drilling. You either pipe and distribute to do work or burn it off. The former is much better environmentally than the latter.

Countries with local NG supplies, especially developing ones, really should use them.

Is that the case in India? I worked in the Canadian oil industry and most gas wells were dedicated hydrofractured wells - better for the air but way worse for ground water. I'd advise caution about hydrofracturing to any area that doesn't have an excess of water available.

You really think all CNG comes from oil? CNG comes from shale rock-oil, and from in-ground burning of coal to encourage methane production. Any developing economy with access to cheap power should use it, but don't pretend it has no downsides. East Timor is struggling to modernise with a huge oil field offshore and revenue, the story is not all rosy.