This problem isn't unique to heat pumps though. Obviously resistive electric has the same problem, but also gas furnaces are useless if you also need the fan running to distribute air through ductwork.
They only work in most climates. But it'd be tough using a heat pump around Minneapolis or Moscow when it's -20F for a week. The non-universality of heat pumps is a speed bump in path to use.
[0]: https://www.cbc.ca/news/science/heat-pump-faq-1.6824634
Which brings me to my point: the colder a region is the further down in the ground you have to dig the more costly that excavation rapidly becomes.
Ground-source heat pumps are not a competitive solution for cold places in terms of up-front cost.