It really depends on what *might* come around. Predators aren't just the ones you have spotted hanging around your yard. You could get some random one passing through now and then.
Or maybe it's the same variety as you've always seen, but one particular one might be really hungry or aggressive and not give up. Or over time, there is some weakness in the coop and something finds that weakness and uses it. Our bird friends could be safe for weeks or months and it just takes one night to find out how unsafe their home was.
When they are free-roaming during the day, we can't protect them as well from an opportunistic predator, but at night, we should be able to have more confidence that they are locked up, safe and sound. Of course, if we're in bear country like some people are, even a bear might mess up your plans, but at least you could say that you have protected your birds as best as you can for almost every thing you can think of.