It is in fact thermodynamically and metabolically far easier to heat than to cool.

We're warm-blooded creatures, so if we want to be warmer we can just jump around, or put on insulation. To cool, we have to sweat, and if the sweat can't evaporate much because of high humidity, we have to do a lot of it.

Similarly, if we want to heat a space, we can just burn something. Cooling requires active transport, whether finessed by something like a windcatcher or attic fan, or through an air conditioner.

Heat pumps are more efficient, but more complex, than furnaces, and can be run in reverse to provide air conditioning.