So you have all the heat pumps going on full blast on the coldest days, all together. It's a huge spike in energy demand. As long as the grid can deliver it fine, but when it doesn't the potential is catastrophic. Natural gas heating is far less grid dependent. Even if you lose power you could run a gas furnace with a small generator. Not the case with a heat pump.

Rationally speaking we can only turn the ship as fast as it can turn. Rushing and forcing things to happen that do not have a solid foundation (i.e. a suitable large and reliable grid) are just going to cause problems.