Two houses near me almost certainly have cats with very similar behaviour to yours as they're hardly ever seen outside during the day. However every night the cats leave home, probably making their owners think that they're going out to patrol their territory, despite the wind and the rain. But I know where they'll really be all night: Shakatu will be curled up in an armchair in my bedroom and LBC will be fast asleep in an old suitcase on top of my wardrobe ;-)
Most domestic cats have more than one home where they know that they can get food and warmth, even if their nominal 'owners' (= 'slaves'!) don't realise it.