Germany. Where temperatures dip for some months below the geothermal temperature. Efficiency of air based pumps drops markedly when temperatures reach below 0 degrees Celsius.

And last but not least: ground / water carries much more energy per volume unit than air does. So air based heat pumps would make more sense in Europe's south and less sense farther north.

Modern water/air heat pumps have surprsingingly high efficiency down to -20C. We're running a 10 year old model that has no trouble heating our house down to -12, after which a direct electric helper element kicks in.