It's a matter of inertia, not just cost. You will get people transitioning to heat pumps over time, absolutely, and they're the best option by far. But in the mean time, hydrogen gets those same people off natural gas incredibly quickly, without the gargantuan total-war-like effort required to replace every boiler and cooker in every home in Europe in the same time frame.

The overall cost isn't the only consideration. Stopping a large chunk of emissions quicker but expensively is better than too late and cheaply.