Because you transport fuel for electricity and heat, as well as pure water, (the resource that will cause the greatest war the world will ever know in 15-20 years and likely end mankind if we don't first do it combating Islam) for 6% of the mass of the components as shipped individually today.
Using methane directly does not return usable water unless run through a solid oxide fuel cell (which also processes hydrogen) and releases CO2 into the atmosphere. This is actually a good thing if you use methane process fuel cells to power the lights in urban "green houses" converted from unused commercial structures in our cities, keeping the CO2 'in house' for consumption by the plants, this also includes bubbling it through water filled tubes growing algae for high density petroleum products.
Using electricity directly is fine, however we only use 30% of the current production capacity due to 'off peak' periods of low consumption. We can use all those plants much more efficiently if we run them full tilt full time and store the unused electricity as hydrogen, and using the waste heat from both processes to distill the water for electrolysis.
Hydrogen is the key to multi process and transportation efficiency. That doesn't even count the benefits of creating an ever expandable commodity to base a currency on. Since what we are doing hasn't been working particularly well, perhaps we can try something that society has been supposed to do since the inception of money and the three major Abrahamic religions were invented to achieve.
It does take a lot of heat to create. Millions of years of heat and pressure. There will always be lots... well some more, in millions of years from now.
