It doesn't have to be all heat pump. You can have a backup gas heat for the coldest days, or even resistive heat. I'd bet there are heat pumps that integrate those technologies to ensure a nice experience.
When I got a quote to upgrade my resistive heater to a heat pump, the added cost to get a backup resistive heater (with the same capacity as my existing one) was only $500. Seems like as long as you're wired for it, it's very cheap.