Why do the farmers in Egypt keep the farm animals inside at night?

Not all farm animals are kept inside in the winter. Beef cattle and a lot of horses and sheep are tough enough to withstand cold weather and snowy winters to survive. They do get access to shelter though in the form of a windbreak fence, a shed or sometimes a barn (especially for sheep) if the weather gets too nasty.

For other animals though, like farm fowl, pigs, goats, for instance, it's because they are much more sensitive to colder temperatures and could easily perish in such an extremely cold environment.