I have fifteen hens and two roosters. All of the hens spend every daylight minute out in their run except when inside laying an egg. This is their habit even on days when the temperature, like today, is well below freezing. I have two "elderly" hens who may spend an hour or two in the mornings sunning themselves in the coop window, but then they're both back outside again for the rest of the day until it's time to roost for the night.
Both roosters will spend all day keeping an eye on the hens, no matter how cold and miserable it is.
It's not like they have no choice. My chickens are real outdoor junkies, kind of like me. I'm outside most of the day, too, even when it's miserable and below freezing. If I could speak for the chickens as to why they prefer to be outdoors rather than in their warm, cozy coop, I'd say it's for the same reason why I'm outdoors instead of in my warm, cozy house - it's just more fun to be outdoors.
I can't imagine why chickens might prefer to stay cooped up. Same goes for people.