Heat generated by a lightbulb is near the ceiling where air is probably not being well circulated. So unless you are installing fans around the base of your bulbs to move the warm air around the room where it would be useful to the inhabitants, it is mostly wasted. This is assuming that the heat is even desirable.
Air circulation is essential to efficient and comfortable heating with any heat source. However it's done, it must be or heat will pool at the ceiling. You're right if lighting is done at ceiling level. Table lamps, though, create some convected air.
Also, they assume that energy converted to heat is wasted. If you're heating a lit room, that's obviously not true. Yes, many forms of heat are cheaper than resistive, but if you're going to claim to be the last word, you have to account for things like that.