I'm surprised that nobody here has yet pointed out that if you have the money for the alternatives, installing new long-lived infrastructure or appliances that directly generate emissions by burning natural gas is unconscionable. Adding new renewable energy sources to an electricity grid is significantly easier than replacing ten million natural gas appliances scattered around the country. And removing all of those natural gas appliances will unambiguously have to happen in a world that takes climate change seriously.

This holds true even if your current electricity mix involves coal or other things worse than natural gas. Those plants will have to be shut down within the lifetime of your appliance or neither thing matters very much.