The first benefit is that natural gas emits from 50% to 60% less carbon dioxide than coal, reducing the contributions to climate change and respiratory diseases.
The second benefit is that it is a more reliable source, as it is abundant, more easily transported and stored. All of this reduces the risk of accidents that could cause leaks and unforeseen pollutions, and it also reduces the costs (the money can always be used to enhance eco-friendly processes instead of processes that are more harmful for the environment).