Well, they show good sense in seeking shelter from the wind, that's good.
They may not really need the heat but may be 'scared of the dark' once you turn the light off...so two new things to get used too.
Maybe make a huddle box away fro the heat of the light, give them a choice but 'persuade'...
It's more about what temps they are used to than a specific temperature....drastic changes can stress them.
Make them a 'huddle box', put it in the brooder after turning off the heat(you might have to 'persuade' them to use it) then move it out to the coop with them.
Cardboard box with a...