J.R. S. answered 04/09/18
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The physical properties of methane gas are not a whole lot different from the physical properties of most other gases, and that is that it is easily compressible, occupies the volume it is place in and takes the form of its container, etc. But probably the main characteristic that makes underground storage efficient is its compressibility. So, methane can be stored at high pressure underground and this takes up a lot less room/space than if it were stored above ground as a liquid, for example.
I'm pretty certain you can find a more in depth discussion if you simply search for "why is methane or natural gas stored under ground?".