Well, please feel free to add to the list.
- Bonsai needs rain.
- Needs wind, breezes.
- Needs sun. Direct sun.
- Much easier to water.
- Less possibility of fungi.
- Easier to apply insecticide.
- It grows double or triple per season compared to indoors.
- There's no heating to dry the air around it.
Please complete the list.

From a different viewpoint:

Trees evolved for millions of years outdoors. They expect the seasons. Trees have never migrated so they have to adjust to seasons and conditions in one place. Humans, on the other hand, evolved migrating around and have learned to control the environment around them, and in the last 10,000 years or so have started evolving in the direction of controlled environment.

It should surprise nobody that a non-migrating species (trees) and a migrating species (people) have different environmental requirements.

Trees evolved experiencing sunlight and dark, hot and cold, air motion most of the time, changing humidity, and other things different from our homes. They can handle it outdoors and even require it . Give the what they need and want.

Clicio, you forgot to mention dark. My indoors plants have no direct sunlight but around 16 hours a day of light, some natural and some not. That is not good for them.

Why should it be indoors? As above it is un natural for any plant to be in an environment that is alien to it. even a greenhouse is not ideal.

Ivan wrote:

Clicio, you forgot to mention dark. My indoors plants have no direct sunlight but around 16 hours a day of light, some natural and some not. That is not good for them.

Yes, sure. Alternate periods of light and dark, but outdoors what we consider light enough is never what we can manage indoors.
I have an app to measure Luminance and Lightness in LUX. When used to measure luminosity, even close by the window or in a windowsill, the difference inside/outside can be as much as 10 times.

m5eaygeoff wrote:

Why should it be indoors?Eeven a greenhouse is not ideal.

Ah, the greenhouse myth!
I find plants being grown inside a greenhouse very weak when moved from the greenhouse to outside. If moved to indoors it is worse, almost all of them will eventually die. All sort of pests and fungi will infest them.
But even when moved outside, they struggle for a long time, as there is no protection from winds, showers, direct sun, dew, frost and so on.
I don't like young bonsai from greenhouses.
Maybe it's just me being fussy.