It's still waste, because if you're in a fixed location (which you'd have to be in order to benefit from much of the heat) you'd be better off running a heat pump.

True if you are cogenerating, but few people do that. Only a miniscule fraction of waste heat from a car engine is required to heat a car.

Tangent but: I've always wondered why home cogeneration never took off. Too bad we don't have gas water heaters and gas furnaces that generate electricity and dump the excess onto the grid and heat with the waste heat.

Even a low-efficiency thermoelectric generator would recover some useful energy that is otherwise kind of wasted.