That's what I did with my last grow and what I'm trying to do with my current one when the weather allows me to.
The one thing that shot me down last time was pests, something you don't really have to worry about much growing indoor, but yeah, my plants were completely infested with spider mites before I even had any idea they were there.
It wouldn't be a problem if I had thought to look for them and I easily could have sorted the situation out so if you decide to do that just be on your toes and start reading up on how to combat pests.
The only other thing you may do is add a week or two on to your grow time as they take a wee bit longer outside but the quality of the smoke will be so much better having been grown in the sun.
There is nothing man made which can even come close to what the sun has to offer.
If you have the option to put your girls outside I'd go for it, just watch out for critters.
Peace