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When heating you usually turn some energy into heat. When air conditioning you use energy to move heat out of the conditioned space, emitting waste heat somewhere else. If you’re doing it outdoors, it seems like the waste heat is going to make the local environment even hotter, and in the worse case would cause some kind of air conditioning arms race. Outdoor heating doesn’t have this problem.

Given what I’ve read elsewhere about the lives of migrant workers in Qatar, I can imagine a dystopian scenario where stadium visitors enjoy a cool breeze while workers beneath are being blasted with heat. Hopefully they have engineered a safe way of dissipating that heat energy.