My run shelters don't have sides (unless I lean a random piece of scrap metal roofing or plywood against them).
One is a pallet up on blocks and the other is my feeder/waterer shelter shown here:
https://www.backyardchickens.com/articles/an-outdoor-shelter-for-the-feeder-and-waterer.76487/
They also have some overturned plastic lawn chairs.
Previously in the old location before we built the big coop I had a picnic fly over the little coop to provide shade and, in bad weather, protection from rain.
They use various shelters of various sizes according to the weather and their preferences.