The cost of electricity and the cost of natural gas are fixed by political, not economical parameters.
Taxes and incentives for renewables are higher than the cost of the energy, be it gas or electricity.
If electricity could be produced by nuclear or hydroelectric or geothermal plants, and there were no added costs to finance inefficient wind turbines (like the ones I see here in Italy, which do not work because were installed in places where wind is very scarce, but were paid by my taxes) or (a little more efficient) photovoltaic cells, and the tax ratio is acceptable, then maybe it could be more economical to heat houses, especially in southern Europe, with electricity.
It could even be safer: gas in a building is dangerous, a lot more than electricity, and there is the risk of carbon monoxide intoxication, which takes tens of lives every winter.