It seems to be one extreme or the other - let the birds be birds and find a tree they are comfortable in (mostly safe from foxes/coyotes, but still susceptible to owls/coons) or lock up their coop. They get trapped when a predator gets into a coop, whereas in a tree they have an opportunity to escape.
I had my flock of BRs in a 8ft privacy fenced urban backyard and they slept in a tree. When they first started they had decided the neighbor's tree was better, but we used a chair under OUR tree of choice to make it easier to get into and they were satisfied. Slept there through wind, rain, snow, 20-degree temps, 90-degree temps, no leaves, no feathers, whatever.
We had coons, hawks, owls and possums (possums never bothered the chickens). The chickens were fine until almost 2 years old when a huge, smart coon got one. Being completely free range from a very early age, they learned to use the backyard foliage to evade predators and I'd say they did a fine job of it.