When sitting in a room and referencing the temperature on the street, it would sound not really weird, but unnatural in most cases.
It would sound natural in cases like when you're flying in an airplane and telling someone 'снаружи холодно'. Using 'на улице' or 'на открытом воздухе' would actually be incorrect in this case. But I believe that in English you would also use 'outside' in this situation, no?
'снаружи' would also sound natural when you're sitting in a tent, possibly located somewhere in the Arctic or on the slope of a mountain and referencing the temperature outside of the tent.