Because where I live, W PA, if you live outside the city limits, you do not have natural gas available.
I live about 8 mis. from what was the first nuclear power plant in the country which is now burning coal. When it was producing elecricity from the reactor, it was one of the MOST expensive power cos. per kilowatt/hr. in the country. Heating with electric heat unless the home was built with it, is not only outrageously expensive, but COLD. (I have lived in converted houses.)
Some people around here use LPG for heating. That used to be the equivalent of running your car 24/7, but now costs even more than that.
Oil was always the most economical method other than burning wood. It no longer is, but unless you own a woods and the equipment (a chain saw, a tractor, a log splitter, and have most days free in the summer to cut, haul, split and stack) it is expensive, not to mention you need oil or something for back-up in the event that you will not be home to feed your furnace.
In Weatern Pa, you look around a little and you'll find available wood everywhere for the taking. Also had a sawmill near my place back east; slabs were awful cheap by the trkload; they couldn't get rid of them and weren't allowed to burn huge bonfires of them either.