Here are my thoughts on your question.
1) Which source of power is cheaper? gas or electric?
2) Heat pumps are a great alternative for heating and cooling homes in
moderate climates. May not make sense for just heating.
3) Heat pumps are basically compressors. Lots of mechanical parts. I
would stick my neck out that a gas-fired furnance will last longer than
a heat pump, and replacement costs to be less expensive.