They used to be quite common on higher end diesel cars but are much rarer now, which is probably why we've not heard of them for a while.
The E39 BMW 530d had a heater as standard, though the ability to remote control it for cabin heat before you started the car was optional and not picked very option. My 530d does not have one, so presumably at some point diesel tech got to the point where it provides cabin heat quick enough to remove the requirement for an additional heater.
We could have had a much better argument in 2002 about this.
'My electric car heats up instantly!'
'So does my 530d and it doesn't do 0-60 in 30 seconds like your electric car'