Heating need not be 'all waste'. An air (or ground) source heat pump heats a room, counterintuitively, by pumping heat from the colder air outside. It uses less energy than the amount it releases into the room.
I don't know that I've encountered a space heater based on a heat pump, but in my mind...
"air conditioner" - a machine which keeps one or more rooms in a house cool, powered by a heat pump.
"heater" - a machine which keeps one or more rooms in a house warm, usually not powered by a heat pump.
"refrigerator" - a machine which keeps its own interior cool, powered by a heat pump.
"freezer" - a machine which keeps its own interior below freezing, powered by a heat pump and usually attached to a refrigerator.
All of which is to say, a heat pump is a machine that moves heat. It's named after its effect. But "heaters", "refrigerators", and "air conditioners" are named after their purpose, not their mechanics, and include heat pumps--if they do--incidentally, as the mechanism by which they achieve their purpose. If somebody came up with a refrigerator that still kept your food cold but didn't use a heat pump, I wouldn't hesitate to call it a "refrigerator".