That's actually incorrect. Heating takes considerably more energy.
When you're cooling you're looking at a temperature delta of at most 20 degrees C/45 degrees F between outside and inside. When you're heating, it can be easily be twice that. Or even more, in parts of Canada or the Great Lakes states.
Air conditioning is a heat pump and can achieve up to 300% efficiency. Whereas most houses in cold climates use furnaces, which have at most 98% efficiency.
Now that we have more efficient cold-climate heat pumps all of this may gradually change. But as of right now, what you're saying is wrong.