With cyberattacks against U.S. natural gas utilities growing, the industry’s got an unusual message for the regulation-cutting Trump Administration: Give us more scrutiny.

The American Gas Association, representing more than 200 distributors, wants the U.S. Transportation Security Administration to beef up a unit that performs field assessments of gas utility cyber defenses and said its members are open to more voluntary inspections.

“We want to be proactive,” AGA Chief Executive Officer Dave McCurdy said in an...