Modern heat pumps can heat efficiently at -25 degrees Celsius or even lower. Not sure if they are available in Canada, but in Scandinavia (similar climate) they are pretty common.

I also agree that 66F (about 19 degrees Celsius) is not comfortable during day time. It is fine for sleeping temperature. During winter homes in heating dominated climates typically have higher indoor temperatures. One advantage of lower inside temperature is that relative humidity stays slightly higher when it is very cold outside.