To cover or not to cover cyclists

One of the huge biases against elevated cycle lanes is the use of covered cycle lanes. I know it doesn't feel 'natural' ( after all I don't think it's natural just logical). Let's take a look at a prison treadmill below. This comes from a book on  The Human-Powered Home: Choosing Muscles Over Motors pointed out that people used to be sent to prison to do 'hard labour'. In many urban prisons this meant many hours on the treadmill (see picture below).

So these were very bad people given the worst conditions possible and forced to spend many hours effectively climbing the staircase. Yet these guys get the roof (look at it) to protect them from the elements. Yet when we look at poor people just trying to get to work in the wet we think they deserve to have worse condition than prisoners in the 18th century. 

Why does this cyclist who is doing everyone a favor deserve to get soaking wet on the way to work and yet the prisoners get shelter?

Why is protecting cyclists from the worst of the weather wrong? What have they done to you except tried to to prevent global warming, stop an obesity epidemic, and limit  pollution? 

After all it's not like covered cycleway is expensive ( compared to a new road which would have less capacity )