Certainly no need to feel guilty about doing indoor cycling, whether it means you do less outdoors or not.
Personally, I find indoor cycling harder, you don't get the chance to freewheel occasionally, and (in my case at least), I always feel pressure to be keeping up the power level.
I also have a major issue at this time of year in that I'm too warm. Even in my garage with temperatures outside sub-zero, I was sweating too much last winter. But then I will be riding outside in temperatures down to about 10-11C with just shorts and a short-sleeved jersey, not through being macho, but because that is what I feel comfortable with.
But that is very much a personal thing, and if I didn't have the comfort issues, I wouldn't feel the slightest bit guilty about jumping on the turbo rather than going outside if the weather was poor.