Yes, those are easier to store, but more expensive and less efficient to generate.

The question is the same as for hydrogen: If it's easy, cheap, and safe to generate, store, and convert back into electricity, why isn't it already being done on a large, commercial scale? The answer is invariably that it's either not easy to scale, too expensive (in terms of upfront costs, maintainance costs, or inefficiencies), or too unsafe, at least today.