It's not only for heating to fail. If your car breaks down in the middle of nowhere you could be in for a bad time if you cannot stay warm.
It's standard advice to keep blankets or the like in your car for this specific scenario. Besides, for the majority of people in the Nordic contries, their normal winter comforter is warm enough to keep them warm should the heating fail.
I had to go to one of these cold places once for a couple of weeks. The car I was given was a modified Toyota Land Cruiser with two 100 liter tanks, additional insulation, additional battery inside, Webasto heater for both inside and engine compartment. It was also stocked with some useful stuff in case you do get stuck out in the middle of nowhere.
Those people were ready, when you live your whole life in such environments you quickly get "infused" with a lot of experience that was accumulated over generations.
So I'd be more worried about people in a regular country getting severe low temp weather than a failing heating system in one region used to extreme cold.
It's standard advice to keep blankets or the like in your car for this specific scenario. Besides, for the majority of people in the Nordic contries, their normal winter comforter is warm enough to keep them warm should the heating fail.