Alternative to natural gas? Wind, geothermal, or nuclear. Wind is already in the northern half of the country and operates well when winterized, unlike the ones in Texas that broke since they were not winterized during that freeze a while back.
Natural gas and fossil fuels are not our only options, they are the easiest options.
Context is solar and pricing. You can't only build solar, because people will freeze to death. So you can't say "solar+batteries is only $X/W!!!” because you're ignoring that you must also have a rarely-used natural gas, or install a rarely-used long-distance transmission line, or install rarely-used storage capacity. Which is fine, but you're being dishonest about costs if you don't.
It's also like to see a comparison to giving people/companies a discount if they have alternative methods of heating for 3 weeks and agree to be powered off. Places like hospitals and universities often have generators and do this. Sand "batteries" (aka electric resistive heaters in a few tons of sand heated to 1000°C) might be cost-effective if standardized. You keep it insulated and hot until the power goes out, then you let it bleed heat out to keep you from dying.