Unlike methane, coal is mostly just used for power generation, and there's relatively little infrastructure associated with transporting it. Natural gas is used for furnaces, stoves, dryers, hot water heaters, etc. and there are millions of miles of pipes and associated infrastructure used to transport it directly to peoples' homes.
The complexity and cost for retrofitting hundreds of millions of homes and electrifying all the associated appliances is immense, not to mention all the backlash you get from people who love their gas stoves and grills. If we could just switch to generating renewable methane it would be a huge win in terms of logistical simplicity and would minimize disruption to peoples' day to day lives, which would probably make folks a lot more willing to accept it without putting up a huge fight.
