I agree with Ironraven that you are both right, with qualification.

You would have to run through scenarios based on expectable conditions in order to determine which is the priority. Sometimes when it is pouring rain and windy, even though I need the external heat source, it may be a greater imperative to get in out of the nasty for a bit first. If you can't shelter the fire, you're not going to have much luck getting it going, and that initial starting phase is the most sensitive to ambient conditions.

Also, it may be that fire making materials are scarce, so you risk prolonged exposure just trying to gather enough fuel to make it worthwhile. A snow shelter might be your only recluse from the storm, and any fire at that point would be pointless.

I've had it cut both ways, and so you need to be able to evaluate and adapt your plan accordingly.