I have two sows who are kept indoors in my bedroom. I did consider putting them outside when I first got them but I never did and they've been in my room from day 1.
I personally wouldn't keep guinea pigs outside, I know plenty of people do, but that's just my own opinion. Both of my girls have had several emergencies requiring urgent vet care - which always seems to happen in the middle of the night/early morning, if I kept them outside I would have missed these and they may not be here today. Having them in the house, particularly in my room means I spot any issues more or less right away.
Yes it can get a bit smelly with all the hay and poo etc but it's easily dealt with, I hoover a few times a day and just make sure I keep the hay bags folded up and their cage clean. I use fleece as bedding which I change every 3-4 days and spot clean the cage a few times a day so the only smell really is the hay, I do have severe hay fever so it can be a bit of an issue sometimes but it doesn't bother me if I keep on top of cleaning.
I don't think there are any pros to keeping them outside over inside - again that is just my own opinion, no judgment to people who do keep them outside. I just like the idea of having them in the house, I get to see all their funny behaviour and antics. They are free to roam around the house during the day (when I'm in of course) so I have developed a very close bond with them.
I suppose a pro of keeping them outside would mean you could have a permanent run attached to their hutch so they could get a lot of grass time freely, as opposed to having to take them out and put them on the grass if you keep them inside.
Lastly I'd just say if you are going to keep them outside think about the weather, make sure the hutch is rain/wind proof when it's cold and that it doesn't over heat in the summer.