Less about storage, and more a convenient coincidence that transferring gas via underground pipeline is substantially safer than above-ground pipeline, and thus

Less about storage, and more a convenient coincidence that transferring gas via underground pipeline is substantially safer than above-ground pipeline, and thus gas companies pay the extra to bury the lines. Electric can be run underground, but the danger of above-ground lines isn't nearly as high as gas would be so electric companies (at least in this area) run overhead lines which are vulnerable to storm damage.