you could put the air pump in a heated part of the house... or make a heat box (terrarium heater in a box) and put the air pump in there.. i dont know how well that will work.. but it might work well?
Running that many heaters will use a TON of electricity...
I heat my fishroom and do not have any aquarium heaters running... this is far cheaper in my situation... it may be worth figuring out for your situation...
I completely agree that sponge filters are an excellent way to filter multiple small tanks... but plumbing the tanks together offers several other benefits. As you've mentioned, heating is much easier... all tanks are always cycled... heavily stocked tanks (common in growout tanks) do not have extra high waste content...
I have a couple 100 gal systems that have multiple 10 gal tanks plumbed together... I would have to do daily water changes on several of them if they were individual tanks, but having them plumbed together allows me to simply give them the typical once a week...