Electricity prices have gone up due to datacenters as well as neglected grid infrastructure needing investment. Natural gas prices are going up because of LNG export infrastructure causing US consumers to compete against global LNG consumers for fuel to heat, as well as domestic electrical generation demand. Pick your poison.
Electricity prices might come down over time (renewables push down generation costs), natural gas prices won’t due to global demand for it.
I haven’t paid attention to the change in my utility prices but my natural gas furnace is much cheaper for heating than my electric heat pump (I have both and my thermostat can pick). I believe our local electricity is almost fully from renewables already.
The price of electricity where I am in California is pretty cheap for the energy itself -- I pay about $20/mo for generation -- but the cost for electricity delivery is absolutely fucking insane. It costs me $90 for "delivery" of that $20 worth of electricity.