It’s funny to me, because when it was coined, natural gas made SENSE. See town gas, the majority of gas used in cities, was made at gas plants from coal or wood and piped to homes as a clean burning fuel. You’d have gas plants that created the gas. Natural gas, therefore, was just gas that was natural and not made vs the syngas that most people had used. It wasn’t some sort of nefarious marketing ploy, it was just an apt description of where the gas came from.

Edit: and to clarify, natural gas was a whole hell of a lot safer than town gas. The ole head in the oven suicide trope was based on town gas having a high percentage of carbon monoxide.