Go tell automotive HVAC suppliers, their tests show their heat pumps working down to -30C (-22F).Heat pumps lose efficiency as the temperature drops. If you research them, you'll find they are recommended for heating at temps above freezing. If it's below around 30°F it is recommended that they be supplemented with some other form of heat. It isn't that they don't run ... it's that they don't offer much heat for all the energy you put into running them.
For example, the VW ID.3's R744 (CO2) heat pump supplier shows their VW system working with higher efficiency at -30F than a resistive heater like the Mach-E.
To be fair they do note that a Tesla-style R1234yf heat pump only has full operation down to -20C (-4F).
There's a big reason some of us want one so much: