I once lived in a place where I had a large fenced area and coops for ducks, geese, and chickens, but after several years with ZERO predators except hawks who sought out chicks, and cats who were always faced off and scared away, I stopped locking any of them up. Everyone was fine (unless you count the fact that my banties very nearly established a feral chicken colony).
Where I live now, there is a very aggressive coyote population, feral cats that hunt in cooperating groups of 2 or 3, and who knows what else. I lost a number of free-ranging chickens during the day, and two milking goats out of a locked barn at night (coyotes).
I lock up my geese EVERY night, except the trio that nested on what is essentially my back porch, and I used to lock them in the porch at night although now they are allowed a small fenced run along the back of the house. They are never more than ten feet from the house, and the llama is outside their pen.
It depends on your predators. If I had coyotes or wild dogs, or foxes, I would definitely lock them up. Raccoons can take a goose too. A single dog may well be frightened away from a flock of geese in defensive mode, but just a few coyotes could easily wipe them out.
It also depends on the security around them. If a big dog ranges around their yard and can protect them, or if you have a good hot-wire system, you might be fine.
Myself, I always tend to err on the side of caution in most decisions.