I love the idea of a run in shed, but I do keep mine stalled, with daily exercise, turnout, "work", or both. I just don't currently have the facilities (yet, hopefully, lol). I would love to someday build a run-in in their treeless paddock, when my ship comes in, lol.
My family also has beef cattle, and we leave them turned out 24/7, 365. In the summer, the have a 40+ acre pasture with lots of trees and plenty of cover if they want it, and open fields if they want them. In the winter, we move them down to a 13 acre pasture with a "barn" that the cattle have at will access to. They usually stay outside, even in nightmarish cold and blizzards, but they know the barn is there, and they know better than we do where they're comfortable. Most other farmers in out area confine their beef cattle for the entire winter. With cattle, so much moisture can be produced in winter confinement that fatal cases of pneumonia are considered common, even expected. In ten years, our open barn policy has gotten us only one case of pneumonia, and that was a calf born late in the summer and weaned too early by his mother, and he survived and has since thrived. We've aslo seen a lot more farmers turning their cattle out in the winter since we've lived here, lol.
Well, that's my cow rant, but it kinda goes back to what Macabre was saying about the health benefits of a natural lifestyle for livestock.
A stubborn horse walks behind you, an impatient one in front of you, but a noble companion walks beside you ~ Unknown