Comment by perihelions

Burning of methane (natural gas) produces oxides of nitrogen (NOx) (several types), which are a major driver of smog. See, as a starting point,

https://en.wikipedia.org/wiki/NOx

While natural gas is cleaner than coal in some obvious ways (i.e., no particulate solids), it has a specific problem with NOx, because of the super high temperatures inside internal-combustion gas turbines. The upside is higher thermodynamic efficiency (highest of any thermal source); the downside is, this.