I really do think it depends on the individual. There are pros and cons to each, even with my gelding.
For example, he enjoys being outside because there is more stimulation, and he can more easily see other horses.
On the other hand, he is shielded from the elements while inside, and has a ton of soft bedding. These are both good on his old bones. <3
Another thing to consider is 'breakouts'. For example, there are 200+ confirmed cases of VS in Colorado right now, and almost as many quarantined barns. Most likely, it is fly born. My horse is now inside, where there are essentially no flies due to a very effective fly control system (timed sprayers) in the barn.
Just another thing to think about.
The sensitivity of the internet baffles me.