A large part of it is that heat pumps only within the past decade became efficient enough to install in northern US climates, where temperatures are below freezing 4+ months of the year. It's relatively easy to design an air-source heat pump that will work efficiently down to freezing, it's much harder to design one that will work efficiently well below freezing, and frankly the A/C manufacturers who traditionally sold to the US market haven't really tried all that hard (they probably don't/didn't expect a large enough market to offset the development costs). It's newer market entrants from Asia that are really pushing the envelope of heat pump efficiency and making it feasible.
Air source heat pumps have worked well at -20c for a few decades now over her ein Finland. Not sure what type of chinesium grade heatpumps you have over there in the US.
Blame the building materials and shoddy aging homes, not just the pumps. -25c windchill whistled through cracks in my doors and windows at my last rental, and my feet would go numb if I forgot to wear slippers in the kitchen.
