My dog wants to stay outside during a storm.

My 5 year old German Shepherd/Husky male dog usually sleeps inside. He has a bed in the corner of my room and usually just gets in his bed and plays with his toys or watches TV while I sleep. He goes potty outside before I go to bed and might wake me up once if he has to go potty. My issue is that it's storming (driving rain and wind, in the low 40s) tonight and he doesn't want to stay inside. He has a covered dog house outside with a bed inside of it. It's supposed to drop into the high 30s. I've let him out 3 times now. The first 2 times I thought he just needed to go potty. The 3rd and 4th times, he went into his dog house. I couldn't sleep knowing he was out in a storm, so I just brought him inside again. Has anyone experienced this? If so, what did you do? At this point, it's almost as if he's playing a game.