A shelter protects us differently than a rock or fortress can. Job 24:8 says this: they are wet with the mountain rains and hug the rock for want of a shelter. In other words, whoever "they" is in this reference didn't have a shelter and hugging a rock won't protect you from getting wet. lol It also won't protect you from the heat of the sun when it bears down on you. But a shelter will.
A shelter is something you get up under. I've been in the woods when drenching rains came through and tried to shelter up under the trees to keep from getting too wet. If you've ever watched survival shows like Bear Grylls, you know he talks about how to make a shelter in different settings. Why is that? It protects you from sunstroke in the heat and from getting soaked in the rain or snow.
Two scriptures come to mind when I think about how God provides a shelter. The first is Psalm 91:1-4 which says,