Cats who won't come in when it's cold.

I have a cat who moved in here about two years ago. People have told me he might be part Maine Coon, as he develops this enormous muff around his face in winter and his coat gets about 5 x's thicker than the rest of the year.

Granted, where I live, our winters aren't severe, but it does get down into the 30's at times. This cat wants NO PART of being indoors when I have the heat on, even though I just keep it at about 70*.

I built him an insulated, carpeted, shingled house to sleep in when it's cold and it is in a completely covered stairwell outside...it is off the ground and has ramp he can go up to get inside. He sleeps UNDER it, BEHIND it, and ON TOP of it, but will NOT go INSIDE the darn thing.

I assume his winter coat is adequately keeping him warm. I've gone out at 4:00 a.m. and found him sleeping on a bench in the garden when it's 40 degrees out. He isn't shivering and appears to be warm enough.

Should I stop worrying about this?