Methane has to be compressed for both transportation in pipes and storage in tanks, a very energy expensive process. Or it can be chilled down and condensed to a liquid for bulk transportation in ships, also a very energy expensive process. Every single joint and valve in the distribution network has the potential to leak, and many of them do, the same goes for storage tanks. Also pressure regulators (like the one on the side of your house) have to vent to bring down the pressure when the network house pressure is too high.

Natural gas distribution networks are extremely leaky.