The essential reason is that a kilogram of hydrogen contains 8 times as many molecules as a kilogram of methane (because the mass of a hydrogen molecule is about 1/8 of the mass of a methane molecule).
If we assume, for the sake of argument, that the compression is isothermal (constant temperature, $T$) the work needed to compress a sample of $N$ molecules of an ideal gas from pressure $p_1$ to pressure $p_2$ is
$$\text{Work}=Nk_BT \ln \left(\frac{p_2}{p_1}\right)\ \ \ \ [k_B= \text{Boltzmann's constant}]$$
So if the gases were ideal, 8 times more work would be needed per kilogram for the hydrogen, but at such high pressures the gases are far from ideal. Intermolecular forces and the finite volumes occupied by the molecules are significant and different for different gases. That would account for why the ratio of work needed is not exactly 8:1