I have only ever been to classes outside and sometimes when the weather is really bad I do wish they had an indoor bit
Training is few and far between over here but all the ones I know of are outside.

I seize up and get terrible earache when I'm cold so I need to be inside where it is warm enough to work without a jacket and hat on and I can concentrate on learning and doing something new. I took training seriously enough to practice at home indoors and out in all conditions.

I tried an outdoor class with one of my excitable dogs and she was all over the place and pulling on the lead with excitement which is exactly what I was trying to get her not to do at all.