Light is not heat, and heat is not light. At temps below 10°f an exposed light bulb is not going to produce enough heat to make a difference, unless they're touching the bulb in which case they're liable to get burned. In addition, it's a fire hazard. Laying hens typically molt in the fall starting their 2nd year and then stop laying during the shorter daylight hours, giving their bodies a chance to recover and get ready to start laying again in the spring.
Chickens survive quite well with no additional heat through winter temps down to -15 to -20°f. The key things that allow this are proper ventilation with no wind/drafts on them while roosting, and no moisture build up inside the coop. I had 6 breeds and they had no problems surviving periods of cold to the above mentioned temps when I was in CO.
By providing 24/7 light, laying hens have no rest period from laying. Many folks add light to give an effective 14 hours to keep their hens laying through winter. I'm not saying that's wrong. Others believe the hens deserve the break, I'm not saying that's right. You need to decide for yourself. But I'd nix the light for heat idea as a bad idea.