It is widely known that heat-pumps are more efficient that "plain burning fuel".
But heat pumps usually require electricity. Quite a lot of electricity, actyally.
How do you generate (a lot of) electricity in a harsh, deeply cold environment?
"Deeply cold" usually occur at night so no photovoltaic.
Wind? Tidal generation?
Geothermal is usually a good idea, but still require (electric) pumps.
Then there is the issue of how you generate that electricity and the efficiency of the process. A little hint: a "1st world grid" has an efficiency of ~33-35% from the power source to the plug. This usually move the overall feasibility quite a lot.