Excellent point.
The bedraggled-looking girls in this thread were dry underneath.
https://www.backyardchickens.com/threads/wet-hens.1442537/
Even this one!
IMO, as long as they have the OPTION to CHOOSE shelter or exposure -- that is, as long as their is a dry, draft-free place they *could* be if they wanted to be there -- I don't worry about whether they're in or out in whatever weather.
Assuming that they're healthy, fully-feathered birds and...