Even a modern air source heat pump typically doesn't beat gas for $/kwh. Even in europe where gas prices are sky high, electricity still costs more when you look at the seasonal efficiency of heat pumps, which is typically advertised around 4.4, but various studies show that in most real world scenarios you typically won't reach the quoted lab numbers, so expect to get more like 2.5-3.0.
Study: https://www.sciencedirect.com/science/article/pii/S037877882...