By law, chickens need some form of shelter to sleep and lay eggs in as part of your obligations as a chicken owner and as part of the Animal Welfare Act.
A hen house fulfils this obligation, but also provides your chickens with:
A dry, draft free place for your hens
Perches for them to sleep on at night
Next boxes for them to lay eggs in
Access to food & water
Ventilation & light
If you want happier, healthier, longer-lived chickens, then a quality hen house is key.