Outdoors introduces a variety of problems that you don't have indoors, besides the security issue. You'll have to deal with bugs, squirrels and other rodents and pests. You won't be able to control the temps, so if it gets too hot, you may get hermies or the plants may die. If it gets too cold, they may die. If there are any male plants in the general area, you may get seedy pot even if one of your own doesn't hermie on you and pollinate the others.

But sure, you can grow outside. It's certainly cheaper on the electric bill.