Don't the inevitable methane leaks from natural gas create more of a GHG effect than the CO2 emitted from burning it? It's not just the environment disasters like in California, but everyday minor leaks.
Note it does break down into more CO2 than the wieght of Methane because Oxygen molecules are heavy.
The real risk is if warming the arctic starts to release a lot of stored methane, which would be very bad.