It is not too cold in New York for heat pumps. With 20 year old technology yes, it would have required supplemental heat. Not anymore though, not until you get down around -25/-30f, at that point a resistive heater kicks in to assist.
We live in Denver and saw -10, -15 this winter. Our heat pump is 100% efficient down to -10, and still reasonably efficient at -25. Our whole house is on it. No gas.
I live in upstate NY - plenty of people rely on heat pumps as a primary source. You need backup systems for natural gas and oil in this climate too, for what it's worth. They won't run when the power goes out.