No it’s not, there must be something else going on in your house and the person you responded to. Gas doesn’t dry the house any more than electric heating.
Winters are dry because the dew point is generally pretty low in the winter. Relative humidity is a function of air temp and dew point; the greater the difference, the higher the RH.
If you take cold air with a low dew point and heat it to a comfortable temperature you will always get a low RH as a result and the air doesn’t care how that happens.