Take a look at where energy is lost. The Annual Fuel Utilization Efficiency (AFUE) of your typical gas furnace combined with air losses at the cabinet can contribute up to 6% more to your energy footprint. If you're not using a programmable or smart thermostat you can't capture that loss with a forced air system. Controls can save up to 18% in energy.
Forced air can often over distribute heat in spaces where windows/doors are poorly insulated. However, energy is lost mostly through poorly insulated ductwork and frictional forces that can result in losses up to 38%.
This case study tackles the Hybridization of gas and electrical sources, with a discussion on Beneficial Electrification, and finding on capital cost, energy savings and reduction of GHG emissions vis-a-vis various technologies. With electrical resistance as a main heating distribution method, a home can pair this with standby forced-air using an Air Source Heat Pump (ASHP).