I don't think it's stupidity as much as it is hardiness and bull-headedness. Excluding the BB's, most turkeys aren't that far removed from their wild cousins. They are naturally hardy birds meant to withstand the heat and the freezing cold. I don't think it's that turkeys are too stupid to not come in when it's cold and rainy, it's that the turkeys are perfectly able to hang out in such fowl... er.... FOUL weather without adverse effects.
As far as roosting outside during the night rather than inside where it's dry, it's a combination of hardiness and aversion to cramped quarters. All of the turkeys I own will sleep outside too, even if there's a snowstorm coming. It's been four years for some of them, and so far, no ill effects from the weather. I just think they don't like enclosed spaces during the night.