They appear to still be about twice as efficient as an air to air one, and have less parts and maintenance (no outside unit to deal with). Yes the initial install is a lot higher because of the drilling but that should last for decades. In the US there is also 30% rebate at tax time which helps cut the costs down a bunch too.
If you live in a very cold climate, I suppose with tax credits it could make some sense. For most people, AC + Natural gas is the cheapest way to go.
Inverter-based air-source outdoor units are nearly inaudible during any time when your neighbors are likely to have their windows open. When the weather is uncomfortable enough to have the units need to run at high-speeds, they are no longer inaudible, but the neighbors are likely to have their windows closed.