To create methane from electricity you need hydrogen to begin with. To create methane from that you need CO2, which you can get from the air and needs a lot of energy (alternatively you can get it from other emisssion sources, but well, we want to get rid of them, so this is at best an intermediate solution). You end up with much less efficiency compared to hydrogen.
Methane has only one thing going for it, and that is existing infrastructure and processes. But that's a mode of thinking where you try to think how you can keep the technology from a fossil energy system.
I share some skepticism about hydrogen. It probably shouldn't be applied where more efficient technologies are available. But there's a whole lot of areas where hydrogen really is the only game in town right now. And in many other areas it's an intermediate product needed for further steps.