"Ah, the fresh air! The breeze on my face!" Or maybe--"oh, the heat (or cold)! The horrible headwind!"
Workout sessions outdoors are awesome, don't get me wrong. Baseline Workout sessions outdoors on the other hand, can be somewhat problematic. Not only can actual environmental conditions conspire to make meeting or exceeding a previous performance impossible, perceived conditions can be equally problematic (man, I swear last time I had a tailwind!). When you're approaching the very edge of your abilities, your mind will be desperate for anything to draw it's attention away from the painful process of eking every bit of performance out of your muscles and any excuse that might actually be a real one will be fully exploited.
That being said, there are a few actual benefits to occasional outdoor sessions that can't be earned from doing it on a machine. First is the experience on real world equipment, such as your bike! In addition to this, running and biking outside allow for a critical development of skills that indoor efforts don't. Speed over technical terrain, confidence during group rides, and going downhill fast are some bike skills you'll be keen to have when you're actually at the start line of a proper race. As for running, surging through rolling hills, speed on trails, and cornering are all important for those with aspirations that lie beyond the flat asphalt arena of road racing. Furthermore, training occasionally in weather will allow you to develop some of the mental strategies needed to cope with big events outdoors (which is of course where almost all of such big events take place!).
A few outdoor venues and non-machine based workouts still allow for pretty hard efforts. Pool swims and track workouts can get you right up there in terms of intensity, mainly because you'll have pretty good access to objective assessment metrics throughout. Shorter time trial type efforts for running and biking, as well as hill interval sessions can also be used pretty effectively.
To make the most of your time outside, though, plan big days at the end of each training block where you really push the envelope. You'll be able to take full advantage of the fruits of your labors and realize the real worth of the investment you've made in focusing your efforts either inside or on some of these nearly-as-hard outdoor workouts.