Here in the south, EVERYONE puts emphasis on protecting your pets and other animals when it's REALLY cold and when it's REALLY hot.
That dog that was out in the -20F weather would have gotten visited by Animal Control and police and probably get a warning, a ticket or arrested or have their pet removed from their property if the owners did not supply some type of warmth or protection. They take that VERY serious in my area. With the last cold spell here, there were many dogs that died due to the cold weather and several people were arrested because of that. It was features on the news. They didn't provide the proper protection for their animals. On the news, animal abuse, etc gets almost the same amount of TV time as local arrests, robberies, etc. They have zero tolerance for that. During the cold weather, the TV station contacted me and wanted to do a story on how farmers protect their farm animals during the cold freeze. Unfortunately, I was at work and I couldn't meet with them to do the story for that evening's news.
I think you're right when you say we are more likely to heat and insulate a coop when cold weather comes. Probably because we know our animals can and have died due to the cold weather.
Around here that dog being out in the cold is just life...except in town where suddenly people feel that dogs are somehow now human children and cannot tolerate the cold. Nor horses...all horses now have to be in or have a barn for cold weather in these parts(large PETA population here)....and in some parts of the state horses live outdoors all their lives in the coldest of weather. Just like wild mustangs.
I don't know where folks got the idea that animals couldn't live outdoors any longer but they were designed for just that very thing, regardless of the temps. Shade and water in the summer heat, shelter and a place to get into in the winter cold-or not, depending on the hardiness of the animal.
Up here, a dog house
is proper protection. Some are more merciful than that and actually supply fresh hay, straw or shavings in the dog house but many do not. And the dogs do not die...actually the dogs are healthy as all get out and live to a ripe old age being fed cheap dog food and living outdoors in all weathers. Same with horses....out all day in all seasons without a barn and fed cheap hay~never grain~for their lives. They aren't constantly vetted or pampered and they live to be in their late 20s and die of old age.
The more one pampers an animal, the more they will have to pamper them to get them to survive. The more one treats them like an animal instead of a human, the tougher and more resilient they are and they survive very well. I've never seen an animal die from the heat or cold here.