Depends on your system constraints.

As an example:

I live in New England. We do not have enough natural gas pipeline capacity to meet demand in long periods of very cold weather, and have very limited natural gas storage that can't buffer that for as long as a cold spell can last.

In these periods of time the grid traditionally keeps the lights on by switching over a significant portion of the grid to burning oil for power, and/or with the occasional LNG tanker load into Everett MA. These are both....pretty terrible and expensive solutions.

Burning less natural gas during the day still helps at night/at peak, because it means there's been less draw-down of our limited storage/more refill of it during the day, so we don't have to turn to worse options as heavily at night.