Answer
The gas company would gain more from this arrangement (sort of).
Work Step by Step
The gas meter on your house counts the number of volume units (e.g., cubic feet) that pass through it. When gas is warmed, it occupies more volume. If the gas were warmed before passing through your meter, you would be charged more for the same number of molecules of gas sold to you.
However, in real life, installing and maintaining the hardware to pre-warm the gas, and powering the apparatus (presumably using more natural gas, and electricity to boot) is not a cost-effective measure for the gas company.
