It needs to be really cold. Like -15°C and some go as low as -40°C. They degrade in efficiency but are still better than a space heater. In the worst case they are exactly as efficient as a space heater.
A mining rig that runs only a few days per year when the outside temperature is too low sounds very inefficient. This is the same problem that the plan to store excess renewable energy by producing hydrogen has. If you have the hardware, you would want to have it running as much as possible.
