One thing you cannot have here is an open barn or building in winter. The roof would be off. So it's either in or out.
A lady moved here from the south of England , going to breed Arabs. Telling us how tough Arabs were and how they could survive minus 20 in the desert, blah blah, blah. When asked about where she was going to stable them she informed us they were to live out 24/7. We said that would be madness, she told us we were all mad and didn't know what we were on about.
She left the next spring having lost 3 horses in one storm. The stallion, a mare and a yearling filly. Stabling has it's place, as does turnout. All done appropriately, all done in moderation.
This is what happened to a friend's {prta cabin she was using as a field shelter on Xmas day. It was lashed down too. It was the right way up and next to the house, she found it 2 fields away. This was the same day Sparky Lily got picked up and thrown across the park and broke her finger.