I thought it was a stupid comparison too. One BTU of natural gas is about 1 cubic foot. One million BTU would be about one million cubic feet. You could compare to one million cubic feet of water, but one is a gas and one is a liquid. It is still comparing apples and antelopes.
From https://www.eia.gov/energyexplained/units-and-calculators/
Btu content of common energy units (preliminary estimates for 20221
1 barrel (42 gallons) of crude oil produced in the United States = 5,684,000 Btu
1 gallon of finished motor gasoline (containing about 10% fuel ethanol by volume) = 120,214 Btu
1 gallon of diesel fuel or heating oil (with sulfur content less than 15 parts per million) = 137,381 Btu
1 gallon of heating oil (with sulfur content at 15 to 500 parts per million) = 138,500 Btu
1 barrel of residual fuel oil = 6,287,000 Btu
1 cubic foot of natural gas = 1,036 Btu
1 gallon of propane = 91,452 Btu
1 short ton (2,000 pounds) of coal (consumed by the electric power sector) = 18,820,000 Btu
1 kilowatthour of electricity = 3,412 Btu