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I was talking about allowing them to make the choice. I was guessing that the OP already had them in a coop, because she talked about letting them out into a run. In that scenario, I would simply let them choose. I do not brood indoors. I would not close them in a coop because I thought they needed heat that they might not want, even for a brief period. They can figure that out. That was my point.
There is certainly no reason not to take them out for a field trip, even if you are brooding them indoors. You can watch them for signs they are cold, as you said. You can put a cardboard box, or 5 gallon bucket, or anything similar, nearby, so they have a place to run to, if they feel chilled -- or become afraid of the passing shadow of a bird, or whatever. You can offer enough food and water for a short period outdoors, usually simply enough, unless you have an awful lot of chicks.
I feel there are a lot of pecking and aggression problems that occur in these indoor and warm brooders that could be avoided entirely by allowing them access to the outdoors at this time of year. They are scavengers and peckers by nature, and we have not bred that out of them, thankfully. Even if they spend only an hour or two outdoors, and run back into a box for warmth every little while, I think this opportunity can make a big difference. There is a good reason we jokingly refer to them as dinosaurs. They did not grow up with brooder lights in the wild, and they are not really much removed from their wild state, genetically. Yes, we can cause a lot more to survive with a little care, but I also feel they still need the opportunity to "spread their wings."