A lot of my winter and nighttime electricity comes from natural gas.
50-60% of the heat energy in natural gas can get turned into electricity and make it to my house.
Then, it can be used to heat my ceiling a light bulb, where almost half of the heat immediately escapes my home. This is not a very good way to heat my house, versus my high-efficiency natural gas central air system that is more than 95% efficient in using the energy in natural gas to heat my home: it's about 3x worse.
Of course, even more efficient would be to use the natural gas to make electric power that runs a heat pump. That could be 200% efficient end-to-end.
Or, as the gas is already being pumped to your home, use the natural gas directly to power the expansion engine of the heat pump. Noisy, though.
Or use the gas for cooling in the same manner that a propane-powered refrigerator does. Although I have no idea how efficient that would be.