You're right, using electric heat (yes, even with a heat pump) does emit more GHGs than heating with natural gas in SK. The balance point is when Saskpower can get around 3-400 tCO2e/GWh (with heat pump and backup resistive heat), which is their goal for 2030, and the trend is promising.

The issue is that fuel source is discussed much more than demand reduction. The first step of any design focusing on energy efficiency or GHG reduction is reducing the demand for heating (and cooling). Only after that does it make sense to improve heating efficiency. In other words, you can throw a heater in a bunnyhug and go out at -30, but it would make much more sense to just wear an appropriate jacket.

Another consideration is that you can actually make carbon neutral power. Natural gas can never be that way.

Of course, you don't have many options for improvement in your apartment, but at least we're seeing improvements to the building code so new buildings will be slightly less than garbage.