Heat pumps work down to -25C. Cold climates get colder than that. Sure most cold climates are typically above that, but it only takes one night every 10 years to hit those temperatures and a heat pump alone does not work. You need a backup. Of cousre once we have a backup we can ask if it is cost effect - heat pumps get less efficient as temperatures go down - when you need the most heat, so it may be most cost effective to install a heat pump that doesn't even work to that cold (perhaps it does but is under sized?) and just use backup heat when it is cold.
One night where the outside temperature gets below -25C is not a serious problem. If you had the heat pump keeping your house at a comfortable temperature the day before, you aren't going to die of hypothermia or have pipes freeze overnight. You'll just wake up to a house that's chilly inside and takes most of the day to get back up to where you want it.
Sustained cold spells are where you need an alternative heat source.
I presume you’re talking about air source heat pumps here. Some will go down that far, but it’s not common. If installed in a location where winters will routinely see temperatures below -10/15 degrees C, it’s going to be far more efficient to do a ground source heat pump, ideally with a deep bore hole where you can get a heat source that is continually 10-20 degrees C
As CP says, you design your system for the conditions 99% of the time, because designing for that last 1% leads to a terrible cost benefit calculation. Same reason you don’t daily drive an armored personnel carrier with a 300-gallon gas tank.
