You may have a heatpump as electric. These are either not efficient in very cold weather OR will not work at all. With ours, the propane will come on if the electric (heat pump) will not heat sufficiently.
On another note, you mentioned at the beginning that you started it up. Manufacturers warn not to start the engine just to "warm it up". You will do the engine no good and can lead to problems; fuel washing down the cylinder wall, contaminating the oil etc. They suggest NOT starting the engine unless you are able to drive it 20 or 30 miles to ensure that all parts of the engine and transmission get up to operating temperatures. Leaving it sit for several months will not harm it. If in doubt, check with the chassis manufacturer--not the RV salesman who sold you the rig!