I know! There is usually steam rising when they get up. I think the issue is that pigs are more interested in a nest. So I may go get a couple bales of straw and put it in the shelter to encourage them to use it, and see what happens. Likely they will just pick it up and build their own nest.
This is the first year I even attempted to give them shelter, only in an attempt to pamper them and hopefully have them get through the winter just as fat as when they came in. This time last year my sow gave birth in this and 11/13 survived and thrived in an old wood shed I repurposed. I've since refactored my breeding practices and the boar is supposed to be coming as soon as this storm clears.