Summary:
I’m on the rickety building branch, and I noticed my hearthlings were always getting the slept outside effect even though their beds were inside. I looked closer at the building and realized I didn’t extend one of the walls all the way up to the roof. The gap is still covered by the roof, so I’m not sure if this is a bug or intended behavior.
or maybe (have not used The Dark Grove much so cant truely comment?) by the looks of it, you have either bunked down in a mountain? if this is the case, you sometimes need to add walls and etc as if building otherwise (smetimes) you will get the outside debuff -
DELETED comment about no roof on door - i re-read OP - but that could also be the case how you have built?