I grow some indoors all year round and some outdoor all year round. The ones indoor actually do better than the ones outdoors. But you are right, the sun is free and you are not using resources the produce much CO2.
There are many practical reasons to grow them indoors. One may not have access to an area where they can be grown outdoors. Or the plants could get stolen. A few years ago one member didn't want to grow his/her VFTs outside because he/she was afraid they would get stolen. The "you have to grow VFTs outdoors" crowd bullied the member into growing them outdoors and guess what - the plants got stolen.
Venus Flytraps have high recognition value and make tempting targets for neighborhood kids or passerbys.