the costs of compressing it are not trivial when compared to electric vehicles.
per:
Wise Gas Home Refueling
it looks like it takes about 2kwh per gallon equivalent to refuel w/CNG. A nissan leaf takes about 22kwh to recharge, and the cng still has a major efficiency hit when it gets converted into power in the ICE, so say 22kwh is ~2 gallons worth of cng. The cost of compression is very roughly 1/6 the available power of the cng.