I also moved the food and water out of the coop this past winter when I read an article about frost bite. It said that increased moisture could contribute to frostbite. It seemed to me that their heated water could be increasing the humidity quite a bit. (Frostbite had not been a problem, but also we did not have an incredibly cold winter.)
Their coop doesn't have additional light, so if it is dark my chickens are sleeping or pretending to sleep. Well, they wake up about 30 minutes before what I consider it to be sunrise, but I am an early riser and this is my favorite time of day. I made a couple little shelters to house their food and water outside of their coop. Also, if the weather turns nasty they have alternative places to relax in addition to their coop.
The only downside to moving their water away from their house is that most of my hens hate the snow or are afraid of it or don't want to walk on it. So in the winter sometimes I start my day by shoveling a good portion of their run, so they can roam around a bit, but I think that I would shovel the run even if I had left their water inside.
When they had chicks in their nest box, I did add small dishes of food and water nearby for the babies.