Yeah, I don't like the idea of heating them either. I don't even have electricity to the coop, and wasn't planning on using any heat during the winters. But then we got that incredible cold a month ago, where the low suddenly dropped 20 degrees lower than it had been this winter yet. That didn't give the chickens any time to acclimate, so I bought a heat lamp and ran an extension cord down to the coop.
Then yesterday, I saw them walking in puddles and their feathers were soaked. Knowing they wouldn't dry off before it got to low 20's overnight, and knowing they get frostbite on wattles & comb when they're wet, I thought it would be a good idea to give them some heat. It was freezing rain at the time, and it ended up precipitating past 2am, so the air was really humid too, making drying off feathers difficult. I don't want to lose any more chickens - it was hard enough to lose Ethel last week! So I didn't want to stress them like that.
I think I made the right decision for last night, and all the girls are dry and happy this morning. I propped the people door open so they could get some more air circulation, since they're staying in the coop because of the scary snow that came after the freezing rain last night.