Kakapo, Chester Zoo has a similar set-up for Flamingos and when the house's construction was being shown on TV, they said one of the reasons was to protect from the weather (and may have also said predators as well, can't quite remember). I imagine Whipsnade does it for similar reasons.
Chester's are out even in the Winter and only seem to use their house during the day when there are terrible conditions
Whipsnade have problems with foxes and stoats. The problem in the winter is ice forming on the water and trapping the flamingos which are standing in it.