I think a chickens personality dictates whether they like the rain or not. They are all different. I have a large flock and when it rains some go inside but many of them stay out in the rain and seem to really enjoy it.
Some of our ladies love dancing in the rain , some are more prissy and are quick to take cover.
Unless we get extreme downpours (possibly flooding) or high winds (making the wet bird cold) I dont make them go inside the barn.. for the most part the doors always open during the daytime
we live in Florida so im clueless to the whole winter + chickens thing but i would imagine if it were very cold outside you would want to prevent them from being rained on