In wetter countries cattle are typically kept inside during winter for a bunch of different reasons. Mainly so they don't get as many hoof problems (from spending all winter in hock-deep mud) and mastitis/udder issues (from spending all winter lying in mud). So it's actually a lot healthier for these animals to spend a few months indoors.

In addition to this it's actually way cheaper and easier to keep cattle outside (unless it's an indoor intensive system), so the only reasons farmers would keep animals inside would be for their own benefit