Here's why:
* Thick skin: Their skin is incredibly tough and can withstand a lot of damage. It acts as natural armor against predators.
* Size: Their large size makes them intimidating to most predators.
* Mud wallows: They often use mud wallows to cool down and to help protect their skin from insects. These wallows can also provide some level of cover from the sun and rain.
* Dense vegetation: They might find some cover in dense vegetation, especially during the hottest parts of the day.
While they don't actively build shelters, their natural defenses and adaptations allow them to survive in their environment.