An other consideration is this: Are you dusting those lamps frequently? Are they high enough that there is no possibility of shavings getting kicked up to them, or feathers floating around near them for that matter? I'm sure you've used your hand to check all surfaces near the lamps to be sure there is not too much heat there. Checked the cord for heat? Ceramic bulb fixtures? I will say that when we've had below 0* temps 24/7, I have provided SOME supplemental heat in the form of a flower pot heater in a small coop with a small flock, or a heat lamp in a big coop with a larger flock. The bird's behavior has been the deciding factor. If they are not moving well, if they are not active, if they are eating less instead of more, that to me is an indication that they are hypothermic, and a bit of heat is in order.
While chickens can and will and do survive in low temps, a lot depends on your husbandry methods, and what your goals are. Many people, even in sub zero temps bring their flocks through the winter without any supplemental heat just fine. If those flocks are in a nice sized coop, with nice deep bedding, they should do great. If they are in a tiny coop, without much in the way of bedding, they may have issues. In days of old, flocks were kept in the barn where they had the benefit of the extra heat being generated by large herd animals, any manure that may be present in those stalls, as well as the heat generated by the hay stored in the hay mow. Those conditions do not readily translate to the typical back yard flock conditions. Commercial flocks are in climate controlled buildings because it makes financial sense to the business man to do so. There are formulas worked out that tell the farmer how much his feed bill will increase for every incremental drop in temperature. Their profit margin dictates that the coops must be heated or cooled to provide optimum conditions. Should we be trying to mimic that? Not IMO. But, at the same time. I question the statement, "my chickens survive the winter without heat, so no chickens need heat." When considering the application of heat, one needs to do a risk assessment: do my birds NEED the heat, or am I doing it to make me feel better? If they truly NEED the heat, can I provide it in a safe manner? How can I do so safely? Explore the option of a heat source that is not a 250W heat lamp.