A lot of the Nordic heat pumps are ground source, that is to say you drill a hole a couple of hundred feet down into the bedrock where it's always a bit above freezing and you circulate your heat exchange fluid down there and back up again. Air-source heat pumps are mostly a thing in the southern parts where the climate is relatively mild.

Air-source heat pumps are also somewhat common in retrofits where the remaining expected lifetime of the building isn't big enough to be worth spending some 20-30k€ (?) that installing a ground source heat pump costs. A significant part of the cost being drilling the hole.

Similarly for small houses the cost of the hole drilling might not be worth the reduction in electricity consumption.