Our coop is fully enclosed but we built a chicken run attached to the coop with three sides that are just 10cm wire mesh.
We live in Sweden (it was -23 this morning) and our girls ALWAYS choose to stay on the roosting bars in the run and not in the coop. They have done that for years now. I have no idea why, since the coop is wind proof and dry. They go inside the coop to the nesting boxes but go right back out again.
The run also has a pop door to our main property which I used to leave open 24/7 so they could come and go as they please to free range the yard, but stopped last summer when I lost all but three when a fox went in the run.