> I just use my computer [...] when I need some warmth
The difference is that the computer's fans don't blow directly at you and make you warm while leaving the room effectively unchanged as in my use-case.
When heating up a room, regular natural gas central heating is usually a lot more efficient than electricity. A gas power plant creating electricity for you to turn back into heat is rather lossy. Heat pumps are different: they roughly break even if you have a 100% gas power mix, because they move heat at 300% efficiency instead of creating new heat.