It's just hard to manufacture gas in a efficient way. It's a really complex and hard to make molecule and the most abundant source of ingredients for it is the carbon in the ground.

You can use atmospheric carbon but it's very hard to pull it down out of the air because it's very dilute.

That's why hydrogen is such a big deal and being focused on instead. It's harder in every respect, but the base component is water, which is very easy to get.