If the apple tree is in a protected pen, they should be fine. Chickens know to seek shelter when they need it, not when their owners think they need it. Predators are a bigger threat than weather for you, in my opinion.
Our friends' chickens have a coop with no door to close them in their coop. All last winter (one of the snowiest winters we've had in northern Utah in years) the chickens chose to sleep outside rather than in their coop every night. They were completely protected from any predator in their run all night long, by the way. They all survived (actually thrived).
If they continue to choose the tree after a few nights of escorting them inside, I would say let the sleep outside if you can assure they won't be a midnight snack.