I’ll take a shot at a pro-con summary from my perspective.
PRO
They are not in your house. The can be noisy.
They are not in the house. Unless you take good care of poop management and keep the brooder dry they can stink.
They are not in the house. The biggest issue to me is the dust, even if someone in the house or a visitor is not allergic to chickens. Chicks create a lot of dust. Part of that is from dander which comes from shedding down and bits of skin. Part if it is scratching dry bedding enough to create dust. If the poop gets dry it gets scratched into dust. Not only does that dust get on things, you are breathing it.
If they are raised with adult chickens in the coop, integration is a lot easier. That’s been mentioned several times.
They acclimate better to cold weather. By making the brooder big enough so you just heat one end and let the rest cool off, they wind up playing all over the brooder and get used to being in cooler temperatures. They feather out faster. I’ve had chicks under six weeks go through overnight lows below freezing with no supplemental heat. They toughen up faster.
They are exposed to the adults at a young age. They start working on flock immunities early on. For many different things starting early is an advantage.
A properly designed brooder can make a great place to isolate a chicken or maybe serve as a broody buster when it is not being used as a brooder.
CON
They are not in your house. If you are trying to socialize them and make them pets that is easier to do when you have good access. You can still do it with chicks in the coop but you have to work a little harder.
As Mary mentioned you are faced with fluctuating outside temperatures. It’s practically impossible to keep the entire brooder a perfect temperature for them, if a perfect temperature even exists. They are all individuals so some like it warmer, some cooler. That’s handled by keeping one end warm enough or too warm and letting the rest cool off so they can find their own comfort zone. In really hot weather some people may have trouble cooling the brooder enough. In one ridiculous heat wave I turned the daytime heat off at 2 days and the overnight heat off at 5 days. It was just too hot and I was afraid I was going to cook them. I was heating up the coop too for the adults when they really didn’t need that in the heat wave. I’ve put chicks straight from the incubator into my brooder in the coop with the outside temperatures below freezing. I took care to enclose the brooder enough to keep one end warm enough but there was ice on the far end. Temperature management can be more of an issue outside.
GENRERAL CONCERNS
If you brood outside you need to be aware of and manage predator issues. Unless you build your brooder properly snakes, rats, or maybe something else can get inside and kill your chicks. In the house, pet cats, dogs, or even a small child could be a risk. You may have different predator issues inside and out, but you have to manage them wherever you are.
