It is an inspector requirement here in Southern Alberta to run it back to the panel as well, despite there not being a specific rule for it. The reasoning they give is to reduce the chance of having the bond path interrupted. I've questioned it after being called on it awhile back because I ran some #6 from a gas line to a nearby junction box and tied it into the bond wire there. Theoretically that should have been sufficient as there is no provision in the code that calls for it to be installed back to the service. There is, however, a mention in the Standata for bonding gas lines that suggests the bond be run back to the service or grounding electrode. It wasn't a hill to die on so that is the way it gets done now.