Agreed.
I know it sounds harsh to not provide heat, but having to adjust from a heated building to cold outside is worse than no heat.
Adding some wind blocks to the run will also help them get motivated to get out of the coop.
fwiw - I have had completely naked molting hens in the dead of winter. I did feel bad for them, but they did fine in the temperatures you describe. They mostly stayed in the coop, but would venture out when it wasn't too windy during the day. Having a layer deep bedding in the coop, good protection from the wind, but plenty of ventilation to take moisture out of the coop is also a good idea.
