Maybe because you want to fly,

I don’t usually have lucid dreams that compel me to go outside......

I always have a strong desire to leave the house though (inside) if I realise I’m dreaming, so I can go into the garden (outside) and try out flying.

It could be a metaphor for your state of mind within the dream, the suggestion of being 'inside' and 'outside' might be relevant to your feelings. You feel much more relaxed when ‘outside’ because it doesn’t carry the same connotation as ‘inside’.

Like the idea “On the outside looking in”.

(just my thought, i could be totally wrong).