They will decide.
Fresh air is good for them.
They might only dash out for 5 minutes... but that is still a good thing.
I do worry about enough ventilation in your coop if the open pop door drops the temperature.
Ventilation is critical.
-29C would be the coldest I would want the coop at.
-17C to -12C would be what I would aim at.
That is cold enough that there wouldn't be shock if the heat goes out.
As soon as you provide heat, you want to make sure you have a "what happens if everything busts or we lose power" plan or...