I've had a few girls that just loved sleeping in nest boxes. Most of the times it was because they were the lowest of the pecking order or there was something wrong with them/they weren't well. I would go out there late at night with no light but natural moonlight and take them out, put them on the roost, and they would still jump off and find their way back to the nest box. If you don't mind them staying there and are worried about cold, add a little extra bedding material in there for the bird to snuggle down into. At 20°f she'll be fine by herself. My nest box dwellers survived to 15 below zero overnight.