You might have lost some refrigerant. A heat pump basically becomes very inefficient (assuming an air source version) as the temperature drops, getting to the point where it can't efficiently pull much of any heat from the outside air. That is when the resistance heat gets turned on.
I prefer the higher outlet temp of a normal furnace. Actually, I really like in-floor radiant heat. One thing you may be able to do is reset the air handler fan speed slower in the winter. That gives the air a chance to heat up a little more on the pass, and you don't feel as cold from the breeze.