Inflation is a given, but one can increase faster than the other. Electricity can be generated in many different ways, so has flexibility, while natural gas must be piped in.
The flip side of that is that the natural gas infrastructure is pretty well established and isn't likely to increase in cost drastically unless the supply starts running out. If anything we should start using natural gas instead of coal for power plants and raise the residential cost of it while lowering the cost of electricity, but I'm sure there are a bunch of incentives against doing that.
You could say the same thing about electricity infrastructure, pretty well established and unlikely to increase in cost drastically.
Except with electricity, the likelihood of supply running out is a lot lower because it has a diverse set of generation options, which includes natural gas.
On top of that, you can generate your own electricity at home and store it in batteries (obviously, only if you have a roof you own), and the cost of doing that has only been decreasing.
