What you see in the picture is 18650 lithium ion battery; if you own a laptop, it probably has a bunch of these inside. Its energy density ranges from 0.9 MJ/L to 2.63 MJ/L, compared to the 34 MJ/L of gasoline. Even with that relatively small energy density, when pierced or smashed these batteries will burst into flames and get red hot immediately. If we were to create a battery that held as much energy as any common fuel, we would not only have a battery but also a revolutionary explosive: TNT only holds 6.9 MJ per liter. Imagine multiplying that by 6. If you were driving an electric car with this batteries, crashing it will obliterate you off existence. HMX, one of the most powerful know explosives, has 10 MJ/L
Of course, I could be generous and imagine that we can allow the batteries to take up more volume and be less energy dense, but still, modern cells are already very dangerous and are very hard to put out, see https://www.youtube.com/watch?v=IXbYh8UkbRI.
The cause of these differences is that fuels "store" their energy not only within them, but also within surrounding air. You need to vaporize the fuel and mix it with the right amount of air to get the energy; a battery, however, very much like an explosive, "holds" all of its energy within itself.
Furthermore, if we entirely switched to EVs, the load on our electric grid would be $$enormous$$ and would require us to use several meter wide cables in cities.