There are several major problems to overcome with home brewing CNG.
The first is the very high pressures that the gas needs to be compressed to, to fit into a tank small enough to fit into a vehicle. CNG is not a liquid like Propane or Butane, it remains as a very highly compressed gas.
That is the reason why the CNG compressors are so very expensive, three stage water cooled ultra high pressure piston compressors don't come cheap.
Something that nobody has mentioned here yet, is the huge amount of horsepower required to compress natural gas to final tank pressure.
That requires a lot of Kilowatt hours of overnight electricity to fill up your car. The cost of the actual gas is nothing, its the cost of the electrical power required to compress the gas that will probably really surprise you.
I see no reason why a scuba tank compressor should not be capable of compressing natural gas if you wished to experiment. Its really doing a very similar job....
But the Government dont like it. Its not just the fact that they cannot skin you alive for road tax, its the idea of fires and explosions in suburban garages. The insurance companies and the fire brigade don't much like the idea of home made CNG either.
So I guess it will never be allowed, even if it were economic.
It might just be economic for large fleet operators that can get special rates for bulk electricity.
But for the average Joe, out in his garage, its a lot of trouble, potentially rather dangerous, and not that cost effective.
I used to work at the research labs of The Gas and Fuel Corporation Victoria about thirty years ago.
It was all looked into back then, and the politicians took real fright and the whole thing was swept under the carpet and very quickly hushed up.