Europe has milder winters than many parts of the world. A downside of a heat pump is the limitation on temperature range. A heat pump could never be used in Minnesota, people would freeze.
That has similar issues with peak load to AC in the summer but most people do not live in places which are consistently so cold that you don't have a significant amount of time where the heat pump efficiency savings are substantial. As a matter of public policy, encouraging systems which work for 90% of the population is an easy call — especially because that can pair with code changes and subsidies which work anywhere (insulation, install of ground cooling loops, efficiency improvements, etc.).
Heat pumps work in Alaska:
* https://www.nrel.gov/news/features/2021/even-in-frigid-tempe...
https://www.nordicghp.com/2017/01/heat-pump-effective-temper...