There is no sun at night to warm the coop, and that is usually when the hens are roosting and more immobile. During the day, they are usually more active. Then again, in winter here in Minnesota, the sunniest days are usually the coldest days.
I'm down in Rochester, and don't heat our coop, and have gone through two winters. The first winter was with 4 chickens, and this last winter was with 3. They really don't warm each other up, so don't count on that. They keep themselves warm by puffing up their feathers and tucking their heads under their wings. That said, they may get a little more insulation from nestling next to one another on the roost. The more important thing is to make sure no cold breezes can pass over the roost area (no drafts), and that they have plenty of coop ventilation. The ventilation part, for me, is what discouraged me from insulating. Seemed like a lost cause to have both. I have not lost any birds to the cold, and that included the late January of 2019, when the night time temperatures dropped down to -35 degrees for two nights. I was vigilant about checking the birds constantly, and worrying about them, but they survived just fine.
If you can insulate, and you really want to, I don't think it would hurt at all.
In the winter, without insulation, my inside coop temperatures are usually about the same as outside, till it gets down to about -12. At that point, the inside temperature seems to stay about 8-15 degrees warmer than the outside temperature as it continues to drop. Some weird scientific phenomenon. When that one winter got down to -35, my coop was a toasty -19. I also keep a window open year round, unless it is blowing snow. Insulation may increase that temperature differential during extremes, both hot and cold.
In summer, my coop is relatively the same as outside..maybe just a few degrees cooler if I have a fan running.
Not sure if that helps at all, but it's my experience. I have 10 chickens now, for going into this next winter. Should be interesting.
