Gas boiler or air heat pump

Isn't that just a small plastic "exhaust pipe"?

Yes, it should be like that. The smoke temperature is so low that only a small plastic pipe is sufficient, which can easily be hidden inside a 24cm or even 17.5cm inner wall.

So roughly estimated, the air heat pump would have cost me 2-3 times more than a gas condensing boiler. I personally decided against the air heat pump because it becomes inefficient at low temperatures <-12°C and you are essentially heating with electricity. It is also claimed on the internet that an air heat pump is not so easy to repair in case of a defect and a heating engineer therefore prefers to install a completely new module right away. However, I cannot say how true this is in reality.