But they're not necessarily cheaper to operate. The efficiency gains aren't enough to offset the high price of electricity compared to gas, at least where I am (California/PG&E).
Not a problem for many people, but for those on the edge, a more expensive heating bill is a problem.
Disclaimer is that I don't know if rebates/discounts for using electric heating would make it cheaper than gas, but talking to friends, it ends up being slightly more expensive to keep the house warm.