Hi, welcome to the forum from Louisiana. Glad you joined.
We all have different conditions. Different climate, coops, runs, flock make-up, management techniques, goals, just everything is different. Mine spend practically all their waking hours outside. That's where they want to be. Yours spend the majority of time indoors, that's where they want to be. With only 4 chicks it implies your room may be kind of small.
If you provide photos and details of your set-up we might be able to come up with ways to entice them outside more, but with your current set-up and conditions they are where they want to be. I personally don't have a problem with that. As they get older this may change.