The problem is heat pumps are very inefficient in cold environments. The heat expelled from the condenser was originally absorbed from the air passing over the evaporator. In a cold environment there is very little heat to be absorbed by the evaporator, therefore little heat is produced.
Your window A/C unit was designed to do one thing: cool. There are larger wall mount units that do both heating and cooling, but the efficiency numbers for the heating cycle are much lower than the cooling cycle.
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