This shouldn't be downvoted; it's a good point. I actually do expect that in a distant future that's positive, it would make sense to add artificial heat exchangers to the Earth.

The trick is that vacuum is a really good insulator, and theoretical maximum heat pump efficiency sinks down to "just" 100% gradually as the temperature gap gets larger. In order to move more heat, you have to make the heat exchangers pointed at the night sky hotter, so at some point you're bound to get diminishing returns.