There is a small amount of synergy to be had with capturing the waste heat from mining rigs but in general natural gas is a much cheaper energy source to heat a house with compared to electricity. You can lookup efficiency comparisons between natural gas home central air heating systems and an electric space heater. In my region natural gas costs 1/5th that of electricity to produce each BTU of heat.
Natural gas is actually cheaper for heating but it is not needed to operate drilling rigs. What sense to heat the house with natural gas if it is done by drilling rigs which earn at this point coins. I have a small house but I do not have heat. I heat the house with gas. But about 35% of the winter I save.