Personally, I either just ignore them once my base is sealed up or store them in a gas overpressure chamber. Yeah, it's an exoloit but I never seem to get around to liquifying gas for storage purposes. Yeah i use exploit as well. Tried to use reservoirs ( they are awesome as buf...
Thermodynamically, methane would provide slightly more efficient internal combustion engines than gas. For energy density, no, compressed methane wouldn't be good enough. You would need to liquify it - perhaps by converting it to methanol. How much energy is released by by burning methane ...