Just a point of clarification...it is not difficult to design a ground-source heat pump system to meet the coldest expected temperatures. The problem is purely economic. The system has to have so much capacity for the peak heating demand that the other 90% of the time one ends up with a very expensive, oversized system. A supplemental furnace for the few peak heating demand periods each year is much more cost effective.
You make a great point about capacity. I was thinking only about perceived comfort, with heat pumps typically delivering air at 90 F or so, while gas furnaces deliver at 120 F or more.
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