Hello Everyone. First post here but I'm long term, multiple hybrid owner.
The OP is losing about 25% fuel economy in winter conditions. This is physics/chemistry in action and it's normal for every type of driving technology including BEV's (battery electric vehicles). MPG's will rise accordingly with temperatures and it's the yearly overall fuel economy that matters to the pocket book.
For example, losing 25% for the year on a 21mpg vehicle (non-hybrid sienna):
Non-hybrid 2020 sienna
1,588 gallons difference x $3.50 gallon=$5,558 additional spending for heat
2021 hybrid sienna
926 gallons x $3.50 gallon=$3243 additional spending for heat
Obviously no one needs heat 24/7/365 over 100,000 miles so this is the absolute worst case scenario. Over the next couple of months, the OP's mpg's will start rising back up (just like nearly everybody) so the price delta for running heat shrinks drastically. Folks in more temperate and even climates (SoCal for example), do not see as big of swings each year. I live in the deep, deep south so I don't see big drops for winter heat; rather I see lower but longer term costs for using A/C nearly all year long (it was 96F a couple of days ago). I never reach SoCal owners fuel economy numbers either.
Crank the heat baby!