Will adding a gas line wick heat out of my house?
Keep in mind what the pipes were made of and what they were full of.  

Copper is nearly the best conductor on earth, and the pipe was full of water, which is literally the best heat transfer fluid known to exist, and also convects, i.e. circulates freely.  

Iron is not as good a thermal conductor, the pipe will be much thicker, and natural gas is a fairly terrible heat transfer fluid.