I doubt the elecrtic heating would improve efficiency compared to not running heat (though it would be better than using engine coolant before it's warmed up). I suspect the main idea there is not to have fluctuation in cabin temp if the engine is off. Though the load would decrease the warmup time, that elecrticity will need to be paid pack with engine power eventually, and will be compounded with the inefficiency of producing that electricity.

From what I understand the relevant system is the catalytic converter -- if that runs too cold, it is unable to breakdown NOx, CO, and other harmful gases. As far as I know, this is the same reason why the Insight with Lean Burn has a poorer emissions rating than the CVT version. Running the engine lean at partial load, rather than with a partial vacuum, will increase the thermal efficiency of the engine by converting more heat into power and throwing less out the tailpipe, but this has the tradeoff of worse emissions. This is the major drawback of proposed heat-capture mechanisms that could potentially offer greater mileage.*

* The BMW system though is pretty clever, and seems to be an exception, it uses the catalytic converter as a heat exchanger once it reaches operating temp, to power a steam motor.