Heat pumps aren't that powerful. To enjoy it to its fullest you must have a well-insulated house, and ideally low-temperature floor heating.
That way the insulation and floor's volume provide the buffer for when your heat pump is defrosting.
So getting a heat pump without insulation is not smart.
Then there's the cost. A gas heater is 3 times as cheap, and for that price, 3 times as expensive.
Lastly, there's the issue of when it's really cold and the heat pump cannot extract heat from the outside air (this is much less a problem when you have an water to water heat pump, but they are significantly more expensive). Then the thing just runs on electricity. And that can be VERY expensive in certain parts of the worlds.
So we need incentives for insulation first. Then heat pumps. And probably electricity plans that a cold month isn't insanely more expensive.