With me? or just in general, to "go outside"?
Should there be any other acceptable translations? Perhaps, "vil du gå udenfor?" fordi det ikke nødvendigvis betyder at jeg skal ud med dig.
It implies going along with someone/being invited outside, as indicated by the word 'med', meaning 'with'. 'Vil du gå udenfor' would be more like 'are you going/walking outside' or 'would you like to' (but not necessarily an invitation)