Actually, they build those nests pretty quick and yes, they do need the extra warmth. These are birds that come from exclusively temperate climates (Carbone said that they are native to the Andes but that is not correct -Quakers do not and never have lived in regions with snow so I don't know where he got that from) and their huge communal nests where they are protected from the elements and share their body warmth is the only thing that stands between them and death during the winter months.