It doesn't matter for you personally, but it kind of matters globally. If everyone hits that same inefficiency at the same time then there needs to be a lot of extra capacity in the electric grid that can be spun up during a small part of the year.
https://learn.pjm.com/three-priorities/keeping-the-lights-on...
That's not the case at all in very cold climates. Here in Alberta we get grid alerts when it gets extremely cold and that's with the vast majority of houses being heated by forced-air natural gas.
https://globalnews.ca/news/9364926/cold-weather-grid-alert-a...
From experience buying large industrial quantities of natural gas, the larger market can see bad effects at low temperatures. Even in the upper Midwest you can get force majeure events, particularly when temperatures drop below 0 F for a couple days.
The winter months bring planned shutdowns for power plants to perform maintenance, trying to prevent downtime during the summer heat. The non-linear nature is a concern, though in cases almost up to the 1:1 point, it's more energy efficient to burn natural gas to create electricity and use a heat pump compared to burning natural gas in the home.