I think you're right.
First of all, natural gas is a very volatile sector pricing wise, as is the energy sector in general. So diversification would also add some security in terms of supply and pricing. Right now I would say that there is a strong economic case to produce in North America for export to Asia, given the cost of exporting other conventional natural gas in other countries.
I agree with you on long-term agreements, because this is a market that is volatile both ways: it can go up and down. The business plans of electricity exporters 15 years ago were based on a price that doesn't make sense anymore in the U.S.
So with long-term agreements, you could lose out, but they could also offer some protection. It depends on the way you forecast price and demand.