We have been leaving all the windows in our house open at night to get them used to temperature fluctuations and they don't sleep under the heat at all, so I'm hoping that's a promising sign.
They already gave you their answer, they don't need heat anymore.
I'm guessing (hoping) if I shut all the windows I can get the coop to retain enough heat as well.
Don't do this, unless you have ample ventilation open even with windows closed. Ventilation is more important than holding in heat. Only close or partially close windows if there's a draft (in which case you want to get that fixed sooner rather than later).