One aspect of heat pumps is that they lose efficiency the colder the ambient temp is. For most home heat pumps, the tipping point is 30F. Once temps drop below 30F, the heat pump loses efficiency and has to work harder to pull more heat out of the air. For example, in single-digit temps, a heat pump will run constantly and will at best produce cool air. This is why they have backup heating elements.
That being said, the backup system is no joke. I know it uses a lot more energy to run as it's not all that different from what you see in a toaster, but it's like standing on the surface of the sun when it's on.
A good heat pump will be able to use a combination of normal/auxiliary (backup) systems to keep a stable temp.
Also of note - the backup systems can fail and stop functioning at which point you are left with just the primary heat pump and all of its caveats spelled out above.