I have mine inside but I couldn't possibly give you a reason why I have them that way. I always put my shields on after my helmet and take them off first so it wouldn't make any difference if they were outside or inside.
Outside - always! At worst, it stops the straps vibrating on the downhills, and if you smash your face on the tarmac - they 'release' themselves from your head...I speak from personal experience, of course.
For normal glasses the arms go inside the straps, as my glasses are NHS children's glasses they're not big enough to fit the strap inside. My sunglasses go outside as they are adult sized and therefore slightly too big for my ridiculous pin-head.