No. As technologically cool as electrification is, the power occasionally goes out. When that happens, the heat should not. Not everyone has access to a generator, but gas lines don't need that. Same reason we don't electrify toilet flushing despite potential water savings.
Oil burners and gas furnaces also use electricity, to modulate the fire and circulate the heat. The only thing they don't use electricity for is generating the heat. In a power outage it just sits there, not able to turn on.
