Electricity is simply efficient-enough of a transmission medium that it does not eat up all of the savings.
So, which efficiency are you talking about? Is it the efficiency of warming the planet up? You are on the right track! Burning more carbon fuel is what we crucially need in our age of peak-everything!
I speak about efficiency per unsubsidised dollar which is generally a rough correlator for usable work per input fuel.
In an electric power plant, this is only part of the equation, the other part is that you also use the excess heat to drive a glycol or water / steam turbine system, recovering much more energy from the fuel.
This makes up for the losses of electricity in the lines. furthermore, nuclear power is by far the safest and most energy efficient source of power. Cheaper, safer, and far more environmentally friendly than a distributed gasoline delivery and combustion system.