Canada

Because we live in Canada and our design day heating energy requirement is typically far greater than our design day cooling energy requirement. Add in the fact that best pump efficiency falls way off at design day heating (to half or less of design day cooling) and you end up with equipment that may be able to do heating and cooling but is way oversized for cooling, so lots of people opt to save capital (and potentially maintenance) money by relying on gas heat for the coldest days.

Because water heating with heat pumps is currently garbage on the residential scale... the heat pump capacity on residential water heaters is quit low, which is fine for keeping the tank warm but not for dealing with a half decent draw, so they all include full electric capacity which means you need the service size and associated operating costs to go along with it. Commercial heat pump water heating isn't much better, it may get better once CO2 or propane take off as a refrigerant here.

Because more and more buildings are putting in emergency generators, which require either natural gas, propane or fuel oil. One of those is significantly easisr to install and maintain than the other two.