In the US, the official range number is only 208 miles (totally normal for our EPA rating to be less than the European one). I don't know whether that is supposed to include the heat pump (or running the heat period).
I did a consumption test on Monday with the car at the dealership (top spec, 20" wheels, heat pump, etc). I got on the highway and just outside the city it changes to 70mph speed limit. I set the cruise control to 80mph and reset the manual tripometer. I drove for about 10 minutes, got off at an exit and immediately back an and drove back to where the speed limit dropped back to 65mph. Outside temp was 31 deg F and I had the heat set to 66 deg F inside the car.
I got a truly abysmal 58kWh/100 miles. That translates to around 1.7 miles / kWh. That would actually get pretty close to your 125 miles of range. For comparison, my Kona EV in the same test gets closer to 3 miles/kWh. I was prepared for less range on the XC40 (despite it having a 20% larger battery), but 125 miles on the highway is just silly.