You are right that a unitary HPWH is a parasite heating load in the winter...
When most people think of a heat pump water heater, they think of the unitary heat pump water heaters that were mandated as a replacement for large electric tanks (bigger than a 55gal drum) by the NAECA 3 standards, released in 2015. These have all the heat pump machinery atop the tank, and as a result, draw heat from their surroundings to heat the water in the tank. This means that they are as Harper said: nice for the utility since they don't have to ship as much electricity to you, but not so nice for you in that you are still paying for 100% of the heat that goes into your water.
However, unitary systems aren't the only game in HPWHville
While unitary heat pump water heaters are the most common type out there in the US, they are not the only type of system on the market. The Japanese, in particular, developed a very different approach to using a heat pump for water heating, generically called a split system heat pump water heater, and often called an "EcoCute" as a trade-nickname of sorts.
These systems consist of two parts: an interior water tank and an exterior heat pump unit, the latter similar in form-factor to the outdoor units used in mini-split heat pump systems. Water in these systems comes into the tank, then is circulated from the tank out to the heat pump unit, which heats the water and sends it back indoors to the storage tank. Hot water can then be drawn from the tank as if it were any ordinary storage water heater, although some split systems use a mixing valve at the heater to maximize efficiency by way of storing water at higher temperatures than it is actually used at.
While more difficult to install than a unitary HPWH (due to the need for outdoor plumbing and accompanying freeze-prevention measures), these do not have the "parasite load" problem in the winter months, and can provide plenty of output in just about all weather conditions short of Arctic winters (the Sanden units are rated for operation down to an ambient temperature of -20°F) without the need for an electric backup heating element. They also draw less current than the current generation heat pump water heaters under all operating conditions (15A@240VAC for the Sanden units I have researched vs the 30A@240VAC circuit required by most current hybrid/unitary heat pump water heaters), making them more amenable to running off of a backup generator or even off-grid without losing significant capacity, or putting an unreasonable load on the genset or inverter.
Note that while the Sanden units aren't the only split-system heat-pump water heaters out there, most of the other units (the Daikin Altherma comes to mind, although there are others as well) are designed for space heating or combination domestic hot water & space heating loads, and have poor support for being used purely for domestic hot water.
If that's not possible...
In situations where a true split-system HPWH (Sanden EcoCute, Daikin Altherma, etc) isn't feasible, some unitary HPWHs (most notably the Rheem/Ruud units) support duct kits that allow outside air to be pulled in to "feed" the hot water heater. This can improve efficiency in moderate climates, but is subject to limits as the heat pumps in unitary HPWHs are not built for low ambient operation (with ambient low limits in the 30°F to 40°F range). It's also possible to put the unitary HPWH in an unconditioned space, but those spaces are becoming scarcer due to trends in modern construction and it also can increase the standby losses the tank is up against in colder climates, so one must evaluate the tradeoffs of this approach carefully.