Although it might provide protection from the bitter cold, I think being shaded from the sun is worse. Without the heat from the sun, they will stay at a colder average temperature than being left outside and will move around and fly less.
I had a similar issue with keeping nucs in my basement. They would not fly in the early Spring like the rest of my hives, because they wouldn't get warm enough during the short warm periods.
Just my 2 cents...