I have come to strongly prefer outdoor parties as a more congenial environment for actual dancing: when there's room to move and fresh cool air to breathe, you can really get into the flow in a way that's hard to find in a club.
Depends on where you live, in some very significant countries going outside is potentially deadly. sure I've been outside at -30 in just a light jacket, but that was only possible because I was exercising hard (ice skating) - while some dances are like that, dancers tend to want to have some slow dances as well and that means warmer temperatures.