No problem with polytunnels for sheep in the UK, I never heard otherwise.
When people first started to bring sheep indoors there were worries about air movement and confining an extensive animal, but the advantages outweigh the problems I think.
Over here, I bought some ewe lambs once from a lady who had a redundant PMU barn. This barn was set up for pregnant mare urine collection, basically horses in nappies, it used to be a big earner here in Canada for HRT pills for lade-ees. There was a scare and the whole industry crashed. This barn was like a hospital, bright lights, central heating, everything clean and very shiny, the lady sold the horses and got into sheep, lambing Dorsets out of season in this wonderful barn. You could be out there in January in a blizzard, 40 below humming quietly while you lambed your sheep in your shirtsleeves.
It beats chasing around in the mud with a torch!