I don’t think that’s true for modern isolated (passive) houses built in EU standard. And heat pumps don’t need to be air based, a lot of them transfer heat with water radiators inside the floor.
Around here those are the only ones not subsidised because they are less efficient and usually only a single room solution.
If you have a heat pump driven water boiler for your hot water supply you even get the bonus of allowing it to cool the room in the summer (if properly installed with a switchable duct for winter usage).