The specific instance in Qatar's case is in providing AC to a stadium, apparently covered, if not entirely contained, and taking advantage of temperature-induced differential density to apply cooling only to where people actually are, rather than the entire enclosed space.

Which might actually be more efficient than equivalent practices of conditioning all interior stadium air in the US.

A difference between outdoor radiant heating (which I also find immensely wasteful) and outdoor AC is that radiant heat, erm, radiates, so you're only providing a sufficiently warm blackbody, and not attempting to change the temperature of an entire space. Surface temperatures (including skin) are increased by radiant heat, but air temps are not: a campfire will warm your hands and face, but not all the surroundings. Since cold isn't similarly radiant, there's no equivalent mechanism.

What this translates to in terms of Joules or kWh per meter-degree of thermal variance for heating vs. cooling, I'm not sure.