Emergency heat.
A heat pump setting that bypasses the heat pump. Expensive, and almost never what you want on by accident.
If your thermostat has an EM HEAT setting, you have a heat pump. It is the only reason that setting exists.
A heat pump heats by running its refrigerant circuit backwards, pulling heat out of outdoor air. It is efficient, because it moves heat rather than making it. Emergency heat abandons that and uses the backup heat source alone, usually electric resistance strips, sometimes a gas furnace.
Emergency heat and auxiliary heat are different
Auxiliary heat comes on automatically, alongside the heat pump, when the heat pump alone cannot keep up. The system decides. That is normal operation and it is not a fault.
Emergency heat is a manual setting that takes the heat pump out of the picture entirely. You decide.
Thermostats are not consistent about labelling these, which is most of why people get confused.
When you would actually use it
When the heat pump itself has failed. The outdoor unit is not running, it is making a bad noise, it is a block of ice that will not clear, and you need heat while waiting for a repair. That is the whole use case.
Why leaving it on is expensive
Electric resistance heat is roughly one unit of heat for one unit of electricity. A working heat pump delivers several units of heat per unit of electricity, because it is moving heat rather than generating it.
Running on emergency heat all winter, or leaving it set after an incident everybody forgot about, produces a power bill nobody can explain. In a Valley house, where winter heating is modest anyway, it is the kind of thing that goes unnoticed for a season.
Worth checking
If you had a problem last winter and somebody switched it to EM HEAT, check it is back on normal heat before next winter. And if a thermostat was replaced recently, confirm it is configured for a heat pump at all, because a heat pump wired as a conventional system behaves very strangely and sometimes blows warm air in summer.