Methane in the form of natural gas is piped all over almost every city in North America, at least those areas where people need to heat their homes in the winter.

Any leakage from a pyrolysis plant is going to be negligible compared to what's undoubtedly already leaking from gas infrastructure installed in the 1950s (or earlier), as well as the continual accidental leaks caused by excavating.

Yes, leakage of methane for direct use is also a problem. Especially problematic is leakage upstream, near the wellheads.