I can understand the penalty for using pipes, let’s call it maintenance for now 
… What I don’t get is why are we being penalized for storing the methane? Methane can be trucked to a power generation plant, but not to a storage tank? I think the same will apply to oxygen, but I have not tested that.
My thoughts on Methane power generation. Not worth the effort. You need 5 Methane drills to keep 1 plant going (250MW), if you run out of delivery you loose the power. Using trucks is not a big deal as one can separate the setup away from your city but you cannot store it without being penalized. Using solar panels is easier and cheaper, no workers or maintenance or any other dependencies needed.