1. Overall efficiency: fossil fuel heaters burn fuels directly and produce heat, whereas heat pumps require electricity to be generated somehow and then for the electricity to be used. If you have a heat pump with a COP of 2, but the electricity comes from a natural gas power plant with efficiency of 40%, then that's an "overall" COP of 0.8, not 2. If you have a natural gas heater with 90% efficiency, that's actually more efficient than the heat pump overall, despite having a lower COP.
2. Price efficiency: similar to the above, electricity is more expensive than gas in most markets. Even if the efficiency is double that of a natural furnace, if electricity costs more than double than gas (per unit of energy), you can't really conclude that "heat pumps triumph over fossil fuels".
If you take these factors into account, heat pumps don't really "triumph over" fossil fuels once you get below around freezing. Things get more complicated when you're optimizing for carbon emissions vs energy/cost alone, or the upfront cost of the fossil fuel heater (to have the option of using fossil fuel, you need a fossil fuel heater which costs money, so you forgo that and only use the heat pump you might come out on top if it doesn't get too cold too often), but it's frustrating seeing articles proclaiming "COP > 1 therefore heatpumps better".