There are alternatives to combustion as a way of releasing energy but only in specific reactions
In a typical combustion reaction (or any exothermic reaction) it is hard to control how the energy gets released. The reacting molecules bump into each other, react with each other and the resulting excess energy is distributed rapidly in a variety of ways. Some goes into vibrational energy, some to kinetic energy, some into electronic transitions (hence light). But however the very specific reaction starts off, the energy is rapidly redistributed across many other molecules (other molecular interactions happen frequently even in the gas phase and result in vibrational or kinetic energy being spread around other, neighbouring, molecules in ways that end up as "heat").
This makes it hard to modify how the excess energy is extracted from the system (but, having said that, many boilers or engines are very efficient at extracting heat energy).
Occasionally, though, it is possible to drive a reaction down a path where how the energy is extracted is not primarily heat. Trivially, this is what glow-sticks do. But the amount of energy there is small and it isn't even obvious that the majority appears as light. But it is also what Fuel Cells do.
Fuel cells use moderately complex systems where a catalyst on a surface can encourage the energy to emerge as electricity. The simplest are based on the reaction between hydrogen and oxygen. We could burn those gases to get mostly heat. But a fuel cell encourages the gases to combine to give water but instead of producing most of the excess energy as heat, capture it as electricity which can be directly used to drive machinery without needing a turbine or generator to transform heat into electricity. And some, more complex, fuel cells can use methane.
Most fuel cells rely on complex setups and precious metal catalysts to encourage the reaction to happen on a surface where instead of heat, (and simplifying a lot) electrons can be captured and used to drive an electrical circuit.
This can be more "efficient", but the cost of the devices and their inflexibility compared to heat-driven generators means they are not usually a cheaper way to generate electricity. Yet.