and the way their weird little minds work. There's a cat whose base of operations is my front porch, which is covered but not screened. I first noticed him sleeping on a porch chair three summers ago, and I started putting food out for him every morning. When it started getting cold I placed a cat bed heater on the chair under a blanket, so he slept there all curled up all winter. After the first winter I figured he'd be warmer if he had an actual shelter, so I bought a little electrically-heated hut that he could sleep in and put it on the floor of the porch, out of the wind. But even though he'd be much warmer in the hut he still preferred sleeping on the chair. I couldn't figure it out. Finally I put the little hut up on a small table, and on really cold mornings that's where I'd find him - but he slept there only when it was unusually cold, like below zero. Otherwise he'd be on the chair. I finally concluded that he didn't like being on the floor of the porch where he couldn't see what was going on, but once the hut was elevated he was OK with it because he could see the yard from there. Now that it's summer he might or might not be on the chair in the morning (more likely if it's raining), but he still shows up for food. I wish I could tame him but he seems to like being feral.
Maybe the new location of your shelter makes them feel safer?