You need electricity for the blower motor to force the air through the ducts of your house

Forced air natural gas furnaces need electric power for ignition and the blower motor that moves hot air out of the combustion chamber.

Most high efficiency gas furnaces use an electric ignition system and cycle on/off based on thermostat input. It does seem like they should have a battery backup or a way to manually ignite it in an emergency, but most don’t as far as I know. However if they’re just on already and continuously running rather than cycling, then they don’t need electricity. These furnaces are also typically coupled with a fan (a blower) to force the air through ducting and take air back through a return vent. Those also tend to be electric.