Why would they choose to do that?
Generally because said homeless shelters have policies that disallow the homeless from using them without jumping through what I would term "excessive" hoops. One of the major requirements to be sober/dry before being let in. Withdrawal sucks enough that sleeping outside while intoxicated is better than attempting to sleep inside undergoing withdrawal. In other cases the person needs to have a clean criminal record, not bring XYZ in(when XYZ is about all the person owns), etc...
That's why there is currently a big push towards "housing first" policies, that isn't restricted to liberal cities, that studies have shown to save substantial amounts of money.
The idea is simple: Get the homeless
housed in a permanent way first. It turns out that the temporary nature of "shelters" ends up being both expensive(you could put them up in hotels for the nightly cost), and ineffective(psychological stuff).
By getting them into housing that they don't have a set time limit after which they have to leave, they can afford to "settle in", check off that box in the pyramid of needs(shelter), and move up.
Once they're settled in, that is when you move in with things like addiction treatment, counseling, metal health care, etc...
Interesting. I don't imagine with all that stainless steel and open breezy grating it would be all that much fun to use in a good hard Midwest winter.
Still better than taking a crap on the pavement?