For cooling this exists in many forms: there are the window air conditioners, and "portable" window air conditioners which have a duct that connects to the window. The problem with the latter is that they're loud and the ducts result in a lot of heat loss.
For heating there are some portable air conditioners that use a heat pump but they're subject to the same issue described above. More common is resistive electrical heat in the form of coils or an oil filled container that radiates heat.
A portable mini split, where it connects through the window would give you a similar advantage as a portable air conditioner, but with more efficiency and being less loud.
if this were popular you'd see old houses retrofitted with pluggable holes where you could feed the lineset through and seal as necessary for temporary heat/cooling, or perhaps even permanent.
the installation would be substantially easier if these were like 6000BTU instead of minimum 12000BTU per head, so it could be run on say, ~8 amps and be plugged inside.
The only problems I can see are:
-Size/Price ratio: The tonnage (9,000 BTU) is relatively low for its price--it can only condition a ~375 sq foot space. Though the lack of install costs probably makes up for this unless you're doing a DIY job with a Mr. Cool Ductless HP.
-Incentives: Utilities may not want to spend energy efficiency incentive dollars on these, since someone could easily move and take the heat pump outside of the utility territory; which is not a problem with permanent HVAC installations. Might be covered by the IRA's rebates for Heat Pumps though.