In a house that already has a gas furnace, a heat pump is not necessary. In fact, using only a furnace produces more comfortable air than using a heat pump along with a furnace.
Heat pumps use electricity, which is more expensive than natural gas as of 2015. Thus, using only a natural gas furnace is cheaper than using a furnace along with a heat pump. Also, heat pumps have expensive equipment and installation costs, and their warranties typically don't run as long as furnace warranties. In addition, using a natural gas furnace by itself is much more energy-efficient than using it along with a heat pump.