Yeah, heating is usually more efficient than cooling, because energy is usually produced with some kind of heat output. All though agriculture is a serious concern; you might starve several million people in africa.
From a purely scientific view, yes, you can move energy easier than you can cool it. However, people in hot climates usually prefer cold air blowing, which takes more energy to chill.
That said, we're much better setup to increase total entropy in the atmosphere than decrease it (via heat sinks eg)