Natural gas is generally converted to LNG for shipping, especially exports but also wherever pipelines are insufficient. US is a huge producer of natural gas and has hundreds of thousands of miles of natural gas pipelines. This wouldn’t be LNG.

Of course natural gas pipelines also may have leaks and methane is much worse for climate change than CO2 (but for shorter time). However we have been making progress on monitoring and repairs

Predictably increased power usage may also drive investment in renewable energy, shortening the life of polluting power. Regardless, AI is likely much less polluting than say cement or steel production