DenverCityCat
You do whatever you think is best for your pigeon pets. 
 
 
Just wanted to  share some thoughts and knowledge  that applies to chickens as well.
Pigeons can tolerate cold quite well.  Wild, and feral pigeons live throughout the world in colder areas than your location.  If you decide to bring the outdoor loft inside, that is fine, but do remember that the pigeons will be less hardy to cold, living in garage.   That translates to keeping them inside until early spring. 
The pigeons that are outdoors,  gradually get accustomed to the lowering temps, and acclimate accordingly.  That means they will grow appropriate down in their coats. 
Pigeons living indoors, or in warm climate have less down in their coats. 
This pretty much sums it up like this;; 
If you leave them outdoors, they will be fine, You do need to make sure they have feed and liquid water available. 
If you decide to bring them indoors, you will need to have them inside until spring temps become somewhat mild. 
The way this applies to chickens is such.  There are Cold Hardy Breeds, and  Non Cold Hardy. 
Lets just focus on the Cold Hardy breed.   I have both BTW. 
My personal way that I handle the winters here in Chicago. 
Usually around Thanksgiving, I take my flock of pet chickens and put them in their Winter housing inside my garage loft.   I provide them with 12 hours of light on a timer.   Water is in heated containers so it is liquid.   Feed is available always on a continuous  supply.   If outdoor temps really drop low, I will heat garage up to about  32°F  and try to maintain just above freezing,  air temperatures.  My chickens are hardy to a MEDIUM level.  If I decided to move chickens back to their regular coop during mid winter colds, they could possibly perish.

Another reason for the way I handle winter my way is;  amount of daylight during winter.   Generally leave for work when it is still dark, and return from work when it is already dark.   That puts the chicken chores  (opening up coop, and closing up coop)  in time-frame when we are not at home.   
When they are in their winter housing, I just go in once daily after work, and make sure there is water, and feed available.