Below freezing is a concern that everyone has in Northern Europe, particularly Scandinavia which has very high per-capita adoption. The units might be harder to find in the US, but they definitely exist.
If you can afford it, and have the land access, you could install a ground-source pump which should benefit from more stable temperatures. As with all heating/cooling, these systems work best if your house is well insulated. That's a much bigger problem in the UK, and I imagine the US too, especially in places where solar gain requires a huge amount of A/C usage.
Northern Europe tends to have a mild climate in the places where people live. The Northern US is significantly south, yet gets significantly colder winters. There are places in Europe that get worse than the Northern US - but they are places where few people live and so not normally what you are talking about when talking about Europe.
Though good heat pumps are hard to find in the northern US. Most installers only know of gas furnace + A/C, and don't even try to install anything else. As you get farther south in the US heat pumps become common, but there it rarely gets much below freezing and so they don't need backup heating systems at all.
that's odd because Ontario and Quebec are colder than most of the US and just these two provinces account for about one million heat pump installs per year since 2020.
Heat pumps can work great in the northern us. However the experience of europe mostly doesn't apply. You need backup heat of some sort to use a heat pump.
Cold climate heat pumps work just fine at even -30 C. In fact, many malls and offices in Northern Ontario are switching to heat pumps only because electricity is so cheap. What heat pumps really need in cold climates is reasonable insulation.
If you can afford it, and have the land access, you could install a ground-source pump which should benefit from more stable temperatures. As with all heating/cooling, these systems work best if your house is well insulated. That's a much bigger problem in the UK, and I imagine the US too, especially in places where solar gain requires a huge amount of A/C usage.
[1] https://www.cell.com/joule/fulltext/S2542-4351(23)00351-3