It already exists. There is a company that sells a space heater that mines crypto currency. You get like 50% or the profits which sucks, but you at least recoup a bit of the cost of the electricity to run the heater.
I think we should try to heat ourselves with computing as much as we can since the side effect of computing is heat generation (and minor RF losses). How cool would it be to make a large supercomputer out of millions of homes heating up in the winter?
They get hated on because :
they inspect packets. They terminate the TLS sessions at their servers and reencrypt to forward to the backend. This allows them to analyze the data to spot spam, optimize compression and such
they are used everywhere. If they go down, 30% of the internet goes with them.