I am not sure I understand the question. Electricity does not come from gas, so there is no reason to expect that the price of one should be tied to the price of the other. The vast majority of EV charging is at home, so while expensive electricity on a road trip may be annoying, it generally won't have much of an effect on the overall cost of ownership of an EV. (This is more of a concern for MUDs without AC charging, where owners must rely on DC on a regular basis. Which is why I am a really big proponent of putting AC charging in at MUDs. But that is a different issue than the one raised by the OP).
Their prices are indeed much more than the retail price of home electricity. But despite already having inexpensive AC electricity at home, you are looking at Electrify America's chargers because they provide more than what you already have - you want very-quickly-dispensed DC electricity at locations convenient to a road trip. That is far more expensive, because it requires many additional expenses including land acquisition, permits, installing a lot infrastructure, maintenance, and most importantly paying commercial demand charges (which in some places and times are freaking enormous). They could avoid the demand charges...if they spent a lot more money installing storage as well. Heck, they could avoid the electricity charges if they installed a ton of windmills or solar panels along with the storage, but again that would increase the upfront costs that have to be recouped.
I haven't done all the math (especially since it will vary greatly by location, use, and across the 3,000 utilities in the US), so I can't say what their margins are or whether they are "fair". Of course, given the up-front fixed cost, any margin calculation is going to be meaningless unless you also consider how many customers they get - which at most road-trip-convenient locations, so far, isn't many (that is why most DC charge stations so far are near major metro areas). The problem is much like that of selling cars - if it costs a billion dollars to launch a car, and $25k to build each one, at what retail price are you making money? The answer is you aren't making money, at least not until after you sell a whole lot of them. Anybody installing DC infrastructure has a similar problem. We are going to see a number of different DC pricing models, and we probably in general aren't going to like most of them (although any individual may find one company with a model that happens to suit them better than others).
The difference for a manufacturer like Tesla (or a utility, who also has lower costs) is that they can have strategic reasons to invest money in this area, and so can justify carrying (some) losses on DC electricity sales. This is why I encourage utilities to get in to this business, and I'd love to see more manufacturers do so as well, but if using CCS they have to worry about their infrastructure investment supporting other brands. There are possible ways around that, but they are very messy and given the paucity of volume EVs, the manufacturers just don't have the incentive to get in to it. At least, not yet...