I pretty much agree with Off-Grid Hen. I have had 5 week old brooder raised chicks start roosting, but 10 to 12 weeks is much more commin. Sometimes they will go a lot longer than 12 weeks.
I've had a broody take her chicks to the roosts as early as 2 weeks, but most of them wait a little longer. Each chicken is different and each flock has its own dynamics.
You can try locking them in the coop for a few days to get them used to the idea of sleeping inside. The coop is probably larger than the brooder so they should be happy with that. I've done that and still had to put some in by hand for a while. You are not doing anything wrong and you are not experiencing anything unusual.
I also give them the choice even if there is snow on the ground. They don't like anything new or strange but eventually they will adapt. Mine now like to wander around the grass in the rain looking for worms that come up. I find wind has a lot to do with whether they go out or not, more than rain or even snow, though snow may take a while to get used to.