A second opinion...
When the RN started converting from sail to steam the desirable trait in a naval officer was character rather than professional skill. That said, one had to stand bravely on the quarterdeck in all weather conditions and as shot and shell flew in battle. To do otherwise would be "ungentlemanly" and unworthy of a Naval Officer.
The problem was that ironclad battleships could no longer be commanded from the quarterdeck and so command had to move forward to an elevated superstructure called a "flying bridge" and later just "bridge". However, the requirement to remain exposed to the elements and enemy fire remained in spite of all reasons to the contrary.
The more pragmatic U.S. and German navies went to enclose bridges before the Dreadnaught era but the RN stuck to their open bridges until HMS Nelson from the 1922 programme and the main reason for it was to provide protection from the muzzle blasts of the ships own guns. Even then, the enclosed bridges were unpopular with some of the old guard who had spent the Great War on open bridges. So essentially there was no reason to retain open bridges other than an institutional resistance to change and a "It was good enough for me dammit" mindset.
Note that the designers provided armoured conning towers and enclosed wheel houses from the 1890's but these were generally avoided by the executive officers while on watch. WW2 again demonstrated the logical fallacy behind the idea of fighting the ship in the open and later wartime construction saw enclosed bridges incorporated into new construction even as the ship's command elements started to move from the bridge to an "Operations Room" (CIC in the USN). Also the social nature of the Navy had changed so getting under cover carried none of the stigma that effected the Navy from when the leadership was still steeped in the traditions of wood and sail.
It's a good question and one difficult to find solid information about however the following books have mention of this very subject in passing:
British Battleships 1860 - 1950 by Oscar Parkes
The Rules of the Game, Jutland and British Naval Command by Andrew Gordon
The Anatomy of British Sea Power 1860 - 1905 by Arthur Marder
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