There's plenty of central split heat pumps that can function just fine below 30F. Look for ones marked "hyper heat" or advertised for use in cold climates. As long as the heatpump can handle down to 0F or so, then your backup heat only really needs to be an electric resistance heat strip (inefficient, but very cheap) since it would be used so infrequently.
OTOH, if you're replacing a gas furnace and already have A/C, then installing a new gas furnace + heat pump shouldn't cost much more than a new gas furnace + new A/C.
Imagine the electrical demand on the grid during a cold snap if everyone switched to heat pumps with resistive heating as a backup. At the time of largest demand, the largest electrical appliance in each home would be reduced to a fraction of its normal efficiency. And all the homes in the region would be experiencing that same thing at the same time.
Electric resistive heating is not a suitable backup. If adopted at scale, it would tend to amplify demand spikes when the grid is at its most vulnerable.
OTOH, if you're replacing a gas furnace and already have A/C, then installing a new gas furnace + heat pump shouldn't cost much more than a new gas furnace + new A/C.