I’m not sure that’s easily quantifiable. Yes, thermal efficiency of modern NG furnaces can be ~95% or whatever… but you can also run multi stage heat capturing NG power plants that have very high overall efficiency too. Not 95, but at 60-70%, it’d be a potential wash in terms of emissions if leaks are ~10% (especially considering how much worse unburnt NG is as a leak vs when it’s burnt).

Also, if you’re in the electric ecosystem, swapping to heat pump systems will obviously be lower overall power in basically every scenario, and it gives an easy transition path unlike NG.