If they just stand there, that means they prefer to be outdoors in the cold, mucky weather, whereas the sablepoots do not, so they seek shelter. Bantams are no different than LF in that respect, just a smaller size. They develop the same winter feathering and such to maintain body warmth, just in a smaller package. True bantams are among the hardiest of chickens and are able to maintain good health and well being during winter months even better than many LF breeds.
I'd not put them indoors for the winter, but let them choose. As long as they have good shelter in which to be and can access it easily, it's just healthier for them to be outdoors.
It's much like horses...some prefer to be in a stable or barn in bad weather, some prefer to be out in it. It's better to have a system wherein they can choose. I wouldn't make the mistake in thinking that, just because they are smaller, they are more delicate in any way.