Most heat from incandescents is infrared radiation, which travels. If you get useful light from the bulb, you also get useful heat. Plenty of rooms are heated with one big, honking radiator, which certainly is no more effective.

That said, it's true that some of the heat ends up not being useful (just like a lot of the light from the bulb doesn't either) -- unless there's a heated story above, of course.

And I never implied that I think it's a bad idea to get rid of incandescents, for all the other reasons you mention.