There are many embedded assumptions in your statement that do not hold up to scrutiny. Methane "breaks down" to CO2 and water? This is difficult to parse. I do not think that methane generally breaks down to much of anything at standard temperature and pressure. Do you mean the combustion of methane produces CO2 and water? The latter is true, but OP's point is that this combustion produces A LOT less CO2 as compared to the equivalent (in BTUs) amount of coal.