They are telling you they're outgrowing the need for it! This is a GOOD thing..... it's just the self sufficiency we are trying to help them achieve. By 2 and 3 week old, even brooded outdoors, miy chicks spend more time out of it than in it. Mine are also totally off all heat and the brooder is removed from the run by the time they are 4 weeks old, and it's still in the twenties and thirties out there....it's often in the teens and twenties when I put them out at a few days old, but this year has been unusually warm by our normal April standards!
By this age they wouldn't all fit under a broody hen either, so it sounds like you've done everything spot on and they are very good at self-regulating! They are used to the cooler temperatures of the ambient air and they prefer it. Since we aren't sitting at the brooder with our eyes glued to it 24/7, they could well be sneaking quick warm-ups from time to time that you don't even see. The new little ones will be a different story. Sound to me like you've done a great job! I'm sorry about the ones you lost...this was a devastating shipment for me as well, which is why mine won't go out until tomorrow even though it's all set up for them.