Because it’s delusion.
BTUs from hydrocarbon gases (and hydrocarbons in general) are phenomenal, and Natural gas is generally more of a waste product from oil extraction than anything, so is dirt cheap. The equipment required to use them (a typical furnace or boiler) is also cheap, low maintenance, well understood, and widely deployed everywhere.
Most cold climates use fossil fuel heating.
Heat pumps aren’t terrible, and are vastly more efficient than resistive heat for heating. If the only energy source is cheap and electric, it’s an easy win.
But for areas already widely using fossil fuel heating (such as Germany), switching to heat pumps will increase electrical demand by at least an order of magnitude - best case - and since peak heating demand tends to happen when it’s winter, better have adequate storage too. Germany also has very expensive electricity, so it will dramatically increase costs unless extensive amounts of insulation are also done, increasing capex.
So, if we look at price, and especially if we include capex, it’s only competitive in niche contexts or if we expect fossil fuel costs to be immediately and rapidly increased 4-5x. Even then, if done widely it will break a lot of things unless there is a lot of grid upgrades too. Increasing capex.
It’s why Germany is struggling to switch off. They’re not the only ones.