Maybe none of us are on the same page with respect to efficiency. I mean - in terms of expense to the end user, and not necessarily in terms of physics, isn't it cheaper to use an exothermic reaction for heat, than it is to use electricity to force air to do something it wouldn't naturally do?
I'm thinking of both how humans came up with fire before written history, but no refrigeration until the 19th century, and how in an electric car, you lose A LOT of energy making heat using electricity in winter.
Converting usable energy into fuel has losses itself, and transporting it represents another energy loss of you sum up all factors. Electric powered AC for both heating and cooling has the least losses. Large power plants are by far the most efficient and the grid has low losses
Wherever fuel is cheaper than electricity it's because of external costs, like distorted energy taxes, large maintenance costs for a poorly managed grid, or subsidies, etc.
No. It is more efficient to move heat than to create it by burning something or through resistive heating. For the same number of joules, an electric heat pump can move up to 6 times as much heat.