Unlike methane, coal is mostly just used for power generation, and there's relatively little infrastructure associated with transporting it. Natural gas is used for furnaces, stoves, dryers, hot water heaters, etc. and there are millions of miles of pipes and associated infrastructure used to transport it directly to peoples' homes.
The complexity and cost for retrofitting hundreds of millions of homes and electrifying all the associated appliances is immense, not to mention all the backlash you get from people who love their gas stoves and grills. If we could just switch to generating renewable methane it would be a huge win in terms of logistical simplicity and would minimize disruption to peoples' day to day lives, which would probably make folks a lot more willing to accept it without putting up a huge fight.
This is overselling the difficulty. What you're saying is true, but you don't need to rip out functioning appliances. Appliances have a finite service lifetime; once they fail, replace them with electrified appliances. Already here in the year 2023, I wouldn't dream of building a house with a gas stove or gas heating. Induction stoves are just plain better than gas stoves, and heat pumps are cheaper than gas heating once you factor in that the gas-heated house will need a separate AC installation for cooling, whereas the heat-pump house won't. These days, methane doesn't make sense anywhere except at the power generation end, and power generation sources are fungible and can be gradually replaced on their own schedule.
https://www.iea.org/reports/global-methane-tracker-2023/stra...
