The economics of bitcoin mining dictate that the work must have no other utility. If you increase its profitability by using it for auxiliary winter heating, then more people will mine bitcoin until there is an oversupply of heating and we return to the current equilibrium amount of "wasted" heat.

Those exist but they're too expensive to pay back their cost. And heat pumps are 3x the efficiency of resistive heating.

Unfortunately, Bitcoin mining is pretty hot as far as regular computer use goes, but not very hot at all compared to burning some fuel.