I think it is largely because people from colder climates understand the necessity of heating but think cooling is a luxury. They understand freezing risks, but might not have real appreciation of heat exhaustion or heat stroke.
Secondarily, many may lack the basic physics knowledge to think about both as heat transfer nor to recognize the most important parameters: temperature differential and isolation.
On the other hand, people may have some awareness of poor deployments of air conditioning into leaky and barely insulated structures in hot climates. These are indeed wasteful, but so would heating that structure if it were transplanted to a cold climate. But, it is the structure that is inefficient, rather than the heating or cooling method...