Sun and Fun. I believe the number one reason to exercise outside is CROSS-TRAINING for your muscles. You will increase the calorie load that you burn (how accurate is that machine anyways??) and use muscles you forgot you had. Outside exercise in the sun is your body moving with nature. The unpredictability of the terrain and just being outside keeps your mental alertness to a heightened level. I would say your brain is definitely doing some calorie burning.
Think of ways you can do some strength training by assessing your surroundings. For example, stop at a park bench for some two way pushups (feet up and then feet down), find the perfect view do 10 squats, and how about finding a hill for a sprint (oh the memories of college track). Change it up and make it fun: run, walk, bike, surf, hike, swim… Your body and muscles will be the stronger for it.