A friend of mine bought a house with a heat pump, poorly installed, that didn't work at all. Had to just install a petrol boiler and hook it to the same radiators. Contractor that originally installed it is out of business.

And in America, the dumb simple reason is that there is no need for them with natural gas being so absurdly abundant and cheap. American natural gas prices are almost as low as Russian internal prices. Might as well ask why aren't there any heat pumps in Russia. These devices are for rich, highly educated, energy-poor markets.