Because of the way thermodynamics works, it's much more energy efficient to simply move heat around (air conditioning) than it is to create it from scratch (heating). It costs several times the annual energy to live in Maine than it does to live in Phoenix, for example. We could save a substantial amount on our overall national residential energy budget by moving people from cold areas of the country to Phoenix.
You can heat by moving energy around, too (heat pumps). Indoor/outdoor temperature differentials are admittedly greater in cold-climate winter than hot-climate summer, but on the other hand natural solar heating (greenhouse effect due to windows) is working for you in the winter but against you in the summer.
