It’s always good to have a backup heat source if you live in a cold climate, but heat pumps have progressed a fair bit with running at lower ambient temperatures. Many manufacturers have models that can run down to, or below, 0°F. However, those models usually are a fair bit more costly, so it makes sense to evaluate how often it dips below the low ambient cutoff for the heat pump and the cost and type of your backup heat to determine the most economical route.
Rock climbing isn’t my thing, but I helped out today taking some pictures at one and wow… there are a lot of people at those. People need belayers and it just had a generally friendly atmosphere. Plus you get exercise. If I was in need of friends and liked rock climbing, I’d definitely be going there more often.