I agree that it might not be a strict necessity but is nice to have. I had a slightly older cow who would be shivering after a cold and wet night, despite having hedgerows and trees and being in Surrey. I have also found it useful to pen in a new Mum for 24 hours or so until I have been sure that everything is ok. I have a mobile one, probably 20 feet long and 12 deep with an awning. It has gates on the front and can be sub-divided. This year I only have 2 cows but last Winter had 5.
Helen