"The U.S. Energy Information Administration (EIA) estimates that annual electricity transmission and distribution (T&D) losses averaged about 5% of the electricity transmitted and distributed in the United States in 2017 through 2021."
But of course this is short-sighted, because the grid is greener in most places, and will get even greener over the lifetime of the heat pump, while the gas furnace won't get any better.
Currently, the average coal fired plant produces electricity at 33% efficiency: https://www.energy.gov/fecm/transformative-power-systems. That's average, so there are probably plants out there producing at 30%. If we assume another 5% loss for transmission, this takes us down to 25% efficiency as delivered to the consumer.
If a heat pump is 3x the efficiency of resistance electric heat, but you are burning 4x the coal to generate the electricity, are you still certain that a 95% natural gas furnace is never the better choice for efficiency? I'm not. I think the heat pump is probably more efficient in many cases, but I wouldn't eliminate the possibility that there are cases where the natural gas wins.
You can even install solar panels locally to cut down on transmission losses.
I'd happily concede that in all locations in California a heat pump will be more efficient when averaged over the entire year. I'm less sure about Winnipeg or Whitehorse, especially if we are looking at shorter timescales. Did jmchphers indicate somewhere that he was in California, or even the US? If he's somewhere very cold, I think we still need to at least run the numbers.
(I should probably also add that I've got a heat pump hot water heater and heat pump dryer. I'm a big fan of the technology---I just don't think it's always the head-and-shoulders winner for all people in all locations at all times.)
"Due to transmission losses, it is cheaper, efficient, and greener to combust natural gas for warmth directly than to burn it at a power plant, feed the power into the grid, and use grid power to run a heat pump."
This statement does leave itself some wiggle room with "cheaper", but in terms of "efficient" it cannot really be true, because the average efficiency of a natural gas power plant is 45% - and if I'm reading this document correctly, that figure already factors in transmission loss:
It requires making some assumptions about heating season air temperatures, but I think it shows that with current electricity generation there are several states where air source heat pumps are actually worse for emissions. And that at current energy prices, there are several states (not necessarily the same) where they are not a win for running costs. Betting on the future "greening of the grid" is a good argument, but the timescale matters. I like the future of heatpumps, but I worry about a backlash if the benefits are oversold.
My own house was built with hydronic floor heating, via natural gas. We added a ductless heat pump a few years ago, but we primarily use it for cooling. It would be a clear win from an environmental perspective, since our utility is 80% hydro and 0% coal/oil/gas; but the radiant floors are so much more comfortable that we haven't made much use of electric heating yet. We'll probably have the heat pump upgraded in a year or two, to cover more of the house; perhaps that'll be a good moment to shift our habits and see how it works out.