Firstly you see analyses like these where the author goes "see, heat pumps work fine in cold climates, look at these success stories!", and then proceeds to list a bunch of places that aren't particularly cold. People think Norway is cold, but if you look at Wikipedia then the average daily low for Tromso (a random northerly Norgewian municipality) in January is -5.6C, with a record low of -18C. Compare this with Calgary, a relatively southerly prairie city with an average low of -13.2C and a record low of -44C.
The second problem is that they say "don't worry, if it actually gets cold it switches to resistive heat!" The problem here is that the extremes absolutely matter, because this is when demand is highest. If a prairie province/state switches everyone to heat pumps, then your grid had better actually be designed for everyone to be using resistive heat for weeks at a time, because that's exactly what's going to happen when you need it most.