Using the earth, instead of the air, eliminates the problems that happen to air-source heat pumps when the temperature goes below freezing. Unfortunately, below about 35°F, the air is changed in several ways that make very little heat available for air-source heat pumps to use. The combination of frost build-up, and much drier air (holding much less heat), prevents an air-source heat pump from being able to transfer enough heat to keep your home warm. And there are a lot of places that go below 35°F in the winter. Must we abandon heat pumps then?
No, there is another avenue for success! The ground 4 to 6 feet below us doesn't get that cold. It stays around 40-60°F all year in the continental US. Since heat pumps work extremely well at 35-60°F, installing the heat exchanger in the earth where the temperature maintains 40°F, even in the middle of winter, means geothermal (ground-source) heat pumps avoid the temperature range problems of air-source heat pumps, and allow us to take advantage of all the free heat in the earth!
Another big advantage of the earth, is that ice that coats an earth heat exchanger won't slow the movement of heat into it, while ice that coats a typical air heat exchanger will severely limit the movement of heat into it.