This is Canada so we actually have both a heat pump as well as a secondary natural gas furnace for when the heat pump isn't sufficient. We get temperatures that go below -30C in the winter, which is beyond all heat pump's operating range.

That's interesting. Here in the States they use heat pumps in a similar fashion, except it's backed by heating coils (electric furnace). As you say, the heat pump is much more efficient - until it isn't. Then the system switches over to heating coils.

Where we have natural gas available we tend to just install a gas furnace and leave it at that.

It depends. In my 2016 build, my heat/cooling is heat pump, my hot water is gas (so is my stove). But I’m in Seattle where heat pumps don’t need a backup, and electricity is fairly cheap. A gas furnace would seem like a waste even though we have a gas line, although we do have a gas fireplace that we use for heat more often than the heat pump (which we only use when it is really cold).