Only the really small units for mom-and-pop stores do it, the supermarket-sized ones have the compressors and condensers outside the building. I know because a brother-in-law's company sells them.

Not always, I have seen such fridges with ducts running the hot air out. Or as othees mention, the heatpump outside and gas piping.

Still losses to have to cool down to 5 Celsius instead of 20 Celsius though, makes the heat pump a lot less energy efficient.

It's like a heat pump setup backwards. Instead of providing efficient heat in the winter, it provides in-efficient heat in year round.