Bringing them in wet to a plastic tunnel in warm humid weather would create the conditions for pneumonia. But if there's a good breeze through the tunnel and it's colder overnight, you might get away with it.
What breed do you have? Most breeds can withstand warmer wet weather, and the risk of pneumonia in stuffy conditions would outweigh any benefits of bringing them in to me.
Mothers will make sure lambs are sleeping on a dry surface - even if that means the lambs sleeping on mum's back! Lol. The ewes will prefer to be dry underneath, sure, but so long as they don't actually have to lie in puddles they will manage.
You can also make some drier ground for them to lie by feeding hay and or straw in a line, generously. They'll eat some and lie on what's left
If you do decide to house them, once the lambs are a week old, you can pack 'em in more tightly. In the early days, the ewes will want to keep a good distance from each other. (This may be more of a thing with primitive and mountain / hill types, so depending on what sheep you have, this may or may not be as significant.)