Electricity is a service, and you're free to use electricity however you want. Nobody can (physically) stop you from using electricity in a way that is not "approved" by the provider of your electricity.

Granted, there are other issues with the generation of electricity, such as the issues with nuclear power, and the environmental effects of coal etc. However, electricity itself is Free (as in speech).

Also, you can't interact with electricity on a higher level. You can't really change its behavior, and the way it works is "open source" (physics). Software and, to a lesser degree, hardware, are things which we can deeply interact with, and are a fundamental part of today's society. This is why they need to be completely Free.