If they can’t reach shelter because they are tied too short or there isn’t any, then they are at the mercy of the weather just like someone locked out of their house in their pajamas.
We have farm animals that aren’t pets at all but they still have a way to get inside out of rain and snow, and food and unfrozen water. Animals have to be able to stay dry and get out of the wind.
Notice I did say that pets should be protected from extremes in temperatures. In no way am I advocating not taking care of pets which would mean providing reasonable shelter, food, and water.
Actually, it would be more like someone locked outside in a fur coat, not their pajamas. Most mammals are better equipped to handle cold weather than human beings.