No surprise. Not a physicist, but I would think moving electrons back and forth through wires would be more efficient than pumping gas molecules through pipes, burning it, and losing heat due to venting the exhaust. Safer too. No risk of explosion or CO poisoning. Breakers and fuses cause electricity to fail safe(er) than gas.
The 120/240 going to residences isn't necessarily fatal to humans. Fires are better than explosions and poison gas. Breakers protect against shorts causing both dangerous conditions. They also protect from fires by limiting the current draw through lines.