This is most likely True. However, it could be also False. Let me explain.
There are many air pollutants that can be found outdoors and indoors. It does depend on what kind of indoor environment we're talking about. And also what kind of outdoor environment we're talking about. In both cases it depends on the context. If the indoor environment is quite toxic, then of course, there would be less cancer-causing air pollutants for a person outside. And the same is true for the other way around.
The Second Law of Thermodynamics states that the state of entropy of the entire universe, as an isolated system, will always increase over time.
Take that as you will