I have 4 turkeys, 3 hens and a tom. 2 are Eastern Wild hens and a pair are Royal Palm. All refuse to sleep IN the barn, and roost on top of it. I can't really climb up there and get them every night, as it is REALLY high.. They do fine. They forage and chase around the roosters.
If I could get them into the barn I would. Not too worried about them though. They are high up, so ground predators would have an issue. We also have an LGD on guard.
I can't imagine cooping them up because they are so used to living free range. They do go inside at night if it is raining.