I’m pretty sure any petty theft is very hard to track down. Not just bikes, if someone broke into your house and stole some minor things it’s almost certainly not gonna get found. Bikes are the same, it’s very easy to resell them and repaint, and nobory registers bikes.
What the other guy said. It’s down to the fact that you aren’t actually heating/cooling down a room, you’re just moving the heat already there around. E.g. in winter, instead of producing your own heat with electricity, which is 100% efficient, you take heat from the outside and put it inside, using a lot less energy in the process than if you were to create the heat inside of your home.
Though I’m not sure if it’s that efficient, I think I heard it’s more around the 150-200% mark, but I’m not sure.