In the later levels of the game there are raids from flying creatures. These flying creatures will attack and kill your tamed creatures unless they are in a roofed enclosure.
You'll want to build a roofed barn to hold your tamed creatures and its also best if you put a fence of some kind around that barn because adult creatures can clip through the walls when you are loading into the area and this will result in them being outside the barn. (Its even better if your barn with fenced in yard is inside defensive walls or a compound that you have built for other activities (like sleeping, resting, gardening, and smelting.)
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