Yeah I have 2 "shelters" in the run and both are completely open across the length (ignore the flooding in the photo lol). The birds seem to enjoy hanging out in them regardless of the weather, but they get used most heavily when it's rainy.
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Mine are the same with the coop - unless the weather is absolutely miserable (like cold, driving rain) - they only go inside if they have a reason to be in there. But I need to keep the human door closed (unless there's an extreme heat wave) to keep the elements out.