If my horse refused to go inside the shelter because she couldn't see her pals, then she better find another spot to stay dry in or she'll get wet. That's just that. I refuse to blanket her to keep the rain off her because she won't go into the shelter. She either goes in the shelter, or she'll get wet.
Animals will learn how to adapt to changing weather as long as you give them proper food, water, and shelter away from the wind and rain. You start blanketting and pampering and they will forget that they can cope in that weather without your help.
I guarantee my poor pony is out there shivering her buns off. We just went from some mild fall weather to frost overnight with a freeze warning, and rain all day today. She is getting her winter coat but its not enough right now for that chill. She better eat that roundbale up and gather in the lean-to, or she's going to be one cold pony. I do trust her to handle the cold weather like a horse, though. If I blanket her, it means I don't trust her to handle herself right in this weather. But I do. She's done this for a couple seasons now and has survived because she had the proper provisions. She has my full trust that she'll do it again.
Maybe I'm just mean I treat my horse like a horse and expect her to sruvive like a horse.
If the conditions were different then I would probably blanket (ie: underweight, ect.) but they aren't. She'll be fine.