I wouldn’t say brave or crazy or what. Most of the houses out there have them run on the inside. Look at all the pre-fab houses, they run them on the inside.
Catch-n-release brang up a good point. Better chance of them getting wrecked being on the outside and that is why mine is on the inside. Also, on the outside, they are in the freeszing cold and can get brittle.
The crew that I run with on Mille Lacs has probably built about 150 fishhouses altogether and every single one of them has the gas run on the inside.
Do what you want, and no way is probably right or wrong, I am just citing my experience with it.