Even a high SEER heat pump would need a gas furnace to supplement winter heating on the prairies. They get very inefficient below about -15C. A shallow geothermal would work but most people don't have the land to do that, and they're vastly more expensive to install with several hundred feet of loop installed below the frost line.

Anyone that thinks a heat pump is an option outside of a few small areas of Canada needs to do more research.