Is insulation worth it beyond the new construction standard?

If 80% have a gas condensing boiler and no heat pump, then that significantly limits the possibilities for large-scale buffering. There are plenty of customers for gas for the foreseeable future.

It's not that far-fetched - 40 million households in Germany, let's say half of them have heating systems. Your 20% (over 30% in new buildings) of that is 4 million heat pumps. Each with a small 2 kW consumption makes a potential decentralized energy consumption of 8000 megawatts or 8 gigawatts for a short time... more than ten gas power plants. Control systems can also be quickly put together for older heat pumps. Overall, that is enough for a noticeable impact. Just to throw some numbers into the discussion... It's obviously not a cure-all, but a part of the energy puzzle.

According to Statista.com, we only have 700,000 heat pumps in Germany, so currently "only" 1.4 gigawatts in the above consideration.

Now we are getting closer to the matter.
We can already generate a multiple of wind power, so the wind gas idea is not so far-fetched after all. There are simply many more possibilities to store and use gas than just using [WP] as a buffer storage.
This will certainly change/shift in the future, but [WP] can only be a small but fine puzzle piece in the long run...

Currently, the conversion to methane gas using the Power2Gas method achieves an efficiency of 70%. It is certainly not a cure-all, but a possible component. The heat pump with battery you mentioned is also still far from being a solution. When I look at the surcharges for heat pumps, I need a certain consumption for it to pay off. Batteries are just now reaching breakeven in terms of amortization capability. There is still a long way to go.
And another problem is that solar power is mainly available in summer, while heat pumps mainly consume in winter.
As I said, Power2Gas can also be a puzzle piece.