No, it is definitely not "all". There are a lot that don't come with them because they flat out don't need them.
Three nights ago we hit a low of 7.6F (-13.5C). I have two Mr. Cool DIY 4th Gen units, one a single zone 18K ceiling cassette, the other a 3-zone configured 12K ceiling, 9K wall, 9K wall. No issues and everything is warm, but the system has to work. I say that because I live in a 120 year old house and the insulation is terrible to non-existent and the windows are the originals. Always another project...
Take a look over at DIY Solar forums, where people are trying to minimize electricity usage. While some people do have gas/oil, there are many that are 100% electric, including several in Canada and Alaska, and they're all reporting everything is working fine in temps colder than I had. It really depends on the units you buy, but the Mr. Cool DIY 4th Gen mini-splits are rated down to -13F (-25C) for heating. They do make cold weather units that go even lower.