Did you know that the thermal efficiency of power plants is basically ~33%? This is for oil, coal, natural-gas. I had no idea it was THIS low. I find this horrifying. Our propane furnace at our last house was AFUE of ~94%. LINK
In other words, it does seem a little silly to heat with electricity (at least quite indirect!), even if you are using an air-source heat pump with a COP of over 3 like the Fujitsu 9RLQ. This is essentially just getting you back to 1.00 (.33 * 3 = 1) And minus the losses due to transmission I suppose.
I should look at those plug-in hybrid calculations again. I suppose the issue there is maybe that internal combustion engines kinda stink too, in comparison to electric motors, so it more than makes up for the hopeless electricity generation.
And of course, there is always PVs and GreenUp type options thru the grid. But still. Something seems a little fishy?