Someone hinted at this already but could the interior of the hen house be too warm? That might be one reason.
We moved our chicks out to the coop at 5 weeks, but did not let them out of the coop until just now at 3 months (12 weeks). They did not go into the hen house on their own at first and we would carry them in and shut the door. After about a week, they began putting themselves to bed in the hen house.
Now at 3 months, we let them out - they foraged for a few hours and then walked themselves right back into the coop. Maybe keeping them in the coop for awhile and not giving them any other options will help? I'm new to this, too, so I'm not certain about this...