They do perfectly fine in this region. I installed one at my mountain cabin where it's colder than here and it works great. It sits in a mostly-unheated basement so I think I'll be seeing much greater savings in the summer when it's all a bit warmer down there. But for my scenario I was replacing a resistive electric heater and literally any savings is better than what I had.

Even with it being around 50 degrees in the basement it runs in heat-pump mode most of the time, though the resistive coils definitely kick in.