A description of your coop would be helpful. Pictures would be even better. How many chickens, how old are they and what is the square footage of your coop? Four square foot per standard size bird in the coop is the general rule of thumb. A coop also has to be safe and secure for the chooks to readily imprint. Sometimes the worst predators are the tiny ones you can't see...an infestation of mites (they come out at night) in the coop could drive the chooks out to the run to sleep. Good ventilation (without draft blowing across the birds) is also important.
That said, if your run is secure (half-inch hardware cloth, a foundation that can't be dug under easily, etc) then there is no reason you can't let them sleep outside. Assuming your coop is predator/pest-free, is of sufficient size and the chooks have the choice of going in to the secure, safe coop or staying out in the secure, safe run then why not let them decide? Chickens thrived long before we got ahold of 'em and started monkeying around with their behavior and genetics.