I had this same issue. Mine were raised in a brooder, then their coop. When I opened the door to let them out, I think they explored the first two or three square feet outside and then happily went back inside and rooted around in the pine shavings. And this went on for two weeks. Now they forage clear down by the fence all the way across the yard. They like to hang out on my porch too, where their particular personal hygiene is questionable, but tolerated. (Husband has to come hose it off later).
Now when I let them out in the morning they're all lined up at the door and half fly out over the top of the ones walking out. Even my anti-social wynadottes will trip over other hens as they make their way out of the coop. They stop at the bird bath first to drink and comb their hair, then fly over to my porch to see if I left any scrambled eggs, macaroni, or other goodies out for them to eat. Then they poo in my toolbag, and set out to explore the trenches I've dug, kick dirt in them, and search for bugs. My anti-social wynadottes will look for an opening in the bird netting around my planters, and if they find one they hop in to take a dust bath.
My hens can't stand being inside and look for every opportunity to get out they can, and they started just like yours.
