Having a wood boiler outside is safer than using an inside model, and it also reduces heating bills significantly. The fuel is all natural and renewable, and it doesn't make a net carbon contribution when users burn it properly.
Indoor wood boilers add the risk of carbon monoxide poisoning, oxygen depletion and chimney fires to the heating process. While carbon monoxide detectors minimize that danger, having the boiler outside keeps the homeowner from having to worry about the process at all. The health problems that come from exposure to smoke, soot and low-quality air are not a problem with an outside boiler, because the emissions are all outside instead of traveling through a ventilation system.
In many areas, sourcing wood is significantly less expensive than turning on a gas or electric furnace. Outside of the cost of purchasing wood, using an outside wood boiler adds almost nothing to one's power bill. In buildings too large for heating by a wood boiler alone, the heat that the boiler contributes decreases from the amount of power one has to draw from the grid. Using wood means leaving fossil fuel sources such as coal, oil and gas alone, rather than disturbing the environment to extract them.