If your run is enclosed and safe from all predators I don't see a problem with them sleeping out.
I know I'm going to get slammed for that, I went from a fully enclosed tractor coop to an open air coop surrounded by the run, I wanted something for shelter wind break with roosts and nest boxes but also some place for the lame hen to go into without having to struggle since she can't roost alongside the others she hangs out just below them, but all seem happy and are safe.
