Why do you say that in the past tense? You can see from my figures that in Belgium gas is still cheaper.

This is something that varies from one region to another. In the US, some states have cheaper electric than gas. Electric is less efficient because of big losses in all the conversion steps:

fuel energy → heat energy→ steam → turbine → transmission → heat energy

Gas simply has:

fuel energy → transmission → heat energy

It is important to note that gas transmission is also lossy due to the impossibility of leak-free main lines, but it’s still more efficient in the end. Thus in most of the world gas is also naturally cheaper due to the efficiency difference. It gets inverted in some regions because of pricing manipulations as well as the drive to promote green energy (and rightfully so -- social responsibility should be incentivized). And in some regions they cut down on the transmission losses by putting the power plant inside or close to the big city. But in Belgium gas is still cheaper than electric even despite Russia’s war and efforts to get off Russian fuels.