There's nothing wrong with the dog liking to be outside, but I am surprised that he doesn't seem to want to be wherever you are, in or out. I would play games with him. I would leave the run and chase games for outside. But I would definitely play with him, give him toys, have fun, fun, fun with him. Train him, make a game of it.
There is nothing wrong with NILIF as a starting place for learning how to manage the dog, to make clear boundaries and rules, and to be consistent with how you manage your pup.
I had a boy that did not want to be in at all. Given the freedom to choose, with the doggie door, he took himself outside and slept under the stars. He preferred to be outside even when it was raining. He liked it. Maybe that is how your dog is. I would find lots of outside activities to include the dog in.
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