When we were in Scotland, a few years ago, the gent who ran a B&B we stayed at had a wonderful rose garden. His climate was every bit as unfriendly to roses as my zone 3 gardens, and when I asked him how he managed to keep them going, he also 'heeled' in ... dug down and tipped them over for winter.
But heeling in for shrubs is not quite the same as burying perennial pots to keep potted root zones out of bitter wind and cold, I think, as it is more complicated for shrubs. In either case, the earth / soil provides more protection than leaving exposed to the weather.
I believe that is also the point to garden recommendations that you cannot safely plant perennials into an above-ground container or pot unless the perennial is at least hardy to one zone colder than that of your garden.
