Not everyone lives somewhere with natural gas service, and gas service could also go out in some types of disasters.

It’s possible to get larger propane tanks and refill them more cheaply (rather than exchanging expensive grill tanks at the store). Some hardware stores will refill tanks directly. You can even get very large tanks (refilled by a truck that comes to your house) if you want weeks of power on tap. But this is probably overkill for most, unless you’re very remote.