My understanding is the limit to the heating potential of a heat pump system is the evaporator freezing over, which is why they are more popular in areas with low humidity. I think at a certain point the heat pumps spend so much time in defrost mode with the auxiliary heater running that they aren't economical.

Wintertime humidity is rarely if ever high enough for frost buildup to be an issue--it's the humid shoulder seasons that have this problem, but your heating/cooling needs during those seasons aren't that high anyway, so defrost cycles won't lower comfort and efficiency all that much.