Not a stupid question.
Yes, they are likely to be unhappy and possibly scared if they are suddenly moved into a different environment with no preparation.
I am not saying never to move them into an outdoor pen. I am saying that I would try to make the transition less worrisome for them.
As far as safe goes - you know that raccoons will reach through chain link and grab ducks, yes? So anything with a gap like woven wire or chain link is not sufficient to protect ducks especially at night. They need half inch metal hardware cloth at least around the bottom three feet of the pen. There needs to be a way to keep anything from digging under the fence, also. The top needs to be covered to prevent owls and hawks from coming in.
I don't want to worry you, and I don't want you to unintentionally put the ducks at risk.
When it was time to move my ducks outside, I began by letting them play in and around the duck house, fed them treats in the duck house. I had a very dim solar powered rope light so that they would have just a little light to see with until late into the night. I did check on them. In fact, the first night, I slept in the living room with the window open so I could hear any problems.
I also had the duck house surrounded with two strands of equine electric fence - around here we have raccoons, foxes, coyotes, bobcats, fishers, all kinds of predators.
