It's always better to use electricity directly. (IF it is needed at the same time of course)
The second best thing is to store electricity in pump storage systems, but the capacity is limited (around 7GW / 40GWh in Germany). We now have almost 20 GW of photovoltaics and almost 30 GW of wind energy, so this storage capacity will fill up very fast.
The next big problem with renewables is not the time when the wind does not blow, it is the time when the wind blows and the sun shines...
Currently wind turbines are shut down in such cases. The energy conversion from wind to methane is always better than wind turbines that are shut off.
Another huge advantage is that natural gas vehicles are not significantly more expensive compared to diesel or gasonline vehicles, it is easy and fast to fill the tank and they have a much larger range compared to electric vehicles. The Audi A3 will drive 400 km on natural gas and 1200 km on natural gas + gasoline.
So why not use excessive electricity to make methane instead of shuting down renewable energy power plants.
The only thing that (currently) works against that technology is the price. Methane from electricity is much more expensive than natural gas. But who knows what will happen after peak oil and peak natural gas...?
If I had to chose between shale gas from fracking or more expensive methane from wind power I would chose the latter. Btw, you can already purchase wind-methane from "Greenpeace energy" (an electricity and natural gas provider in Germany), but in that case they use very small amounts of hydrogen mixed into the natural gas without the conversion process. I believe that the H2 -> CH4 thing is more advancend and easier to integrate into current infrastructure.
There is already 200.000 GWh of methane storage capacity in Germany for example.
In 20 years you will propably prefer a sail on your car or a horse in front of it and I would prefer to drive in an Audi A3 powered from renewable methane.