In Belgium residential electricity costs 0.35 €/kWh, gas costs .08 €/kWh.

You need a very, very good heat pump to overcome this enormous price difference. "Geothermal" gets thrown around as a magic catch-all, but industry experts disagree; I was just discussing this with an engineer this weekend, and in Belgium which is very seismically inactive, drilling several hundred meters deep will only yield maybe a 50 °C temperature gradient, which makes it unsustainable (except in some cases like an old mineshafts which can be more readily reconverted to heat an apartment complex, but obviously that is highly situational).
And that doesn't even get into the "holy shit we need to retrofit everything" part of the deal. Virtually every house uses high-temp radiators, which work great with gas/diesel stoves, but terribly with heat pumps. For good efficiency you need to rip all the radiators out and replace them with low-temps radiators or an HVAC system (which aren't cheap to route through 40cm+ thick brick walls).

Pellets aren't magic, they are becoming more common but this is likely to get them banned sometimes soon in big cities like Brussels because while cleaner, they still emit way more fine particulates than a condensation boiler AFAIK.

Of course in my house I've switched to an induction stove for cooking because the price difference doesn't matter as much, and induction is superior in every other way, but it's not hard to see why, with a gas pipe RIGHT THERE for heating anyway, most existing housing has used gas stoves as a default. It's only in the last 15 years or so that induction became good and cheap enough to be worthwhile, because everyone who has used a resistive electric stove will KNOW just how terrible it is to cook with one of those (and people who have had a bad experience with a resistive stove are usually hard to convince that an induction stove is totally different, so that's slowing down their adoption as well).