There are a couple of indoor locations that you can fast travel directly from, without having to go outside first. Railroad HQ is one such example.
However most buildings require you to get outside first, which can be a pain - especially if you are returning to the same spot multiple times as part of quests.
Why the difference? I would have said a cell loading limitation, but again RR HQ (and at least a couple other interior locations) avoid it. (?)