And what is the problem with a gas hybrid heat pump? It's an ideal solution for places that get very cold, use the gas furnace for the weeks when it's below -5 and use the heat pump for many months around that. It's one of the most efficient ways to use a heat pump as you don't have to bully it through the coldest part of winter with very bad COPs, you're only using it when it's most efficient. And when your heating period is very long, that will only benefit your seasonal COP. So of course it's more expensive than a simple furnace, but it will also save loads of energy and redeem itself after 5-10 years.
The best part about this is you already have an AC, aka a heat pump, but you don't use it for heating?
To anyone who does anything other than twist and tuck:
get a life