I have to say my three love the cold weather much more than they do the warm. Now it usually doesn't get below zero much here, but they seem just as happy outside when it's 30 or when it's 0. They do have a doghouse but most of the time refuse to go in it (Roxey would much rather sleep on top of it ). It's not unusual for them to be out for hours at a time in the cold...because they want to be. If they want in all they have to do is ask (scratch on the door or bark).
They expecially love it this year because we have quite a bit of snow on the ground, they play like crazy

Of course I do have a husky and a chow, but Bon must be warm blooded because he stays right out there with the girls! I have noticed that they've been eating quite a bit more since they stay out so long.

So I think as long as he's used to it and wants to be out in it there not a thing wrong with letting him be out as much as he wants!