It's a balance between too late (winter arrives again before they're ready) and too early. If I set on March 1st, say, it's May before they're ready to go out. By then they can just pile to keep warm since they're 4wks anyway. Might be some snow then but not too much. Also, hens often take a lot longer to lay if they're hatched Mayish.Incubating eggs in the middle of winter in climates that cold, then keeping them in the house 'til they're feathered enough to be outside. Then having to integrate them. Not my idea of fun. Now, if you have a broody hen you can rely on.......
As for integration both I and the chooks have done it so much that it's never a big deal.

Broody hens are a bunch of work, plus you don't get to watch chicks hatch.