Well, I think that you are right . . . if you don't go out, then there is a tendency to become wrapped up in a very limiting world so that when you do go out, that change can provoke anxiety because a person will undergo change and potentially be overwhelmed by the experience of interacting with the outside world. In addition, and this depends on your definition of going out, there has been some very strong research to suggest that if we do not get enough direct sunlight and get natural Vitamin D, this also can add to anxiety.
I guess that it would depend on the reasons why a person would not want to go out . . . is it a fear of something? is it a desire to be just self-involved because of an experience? A lot of what does or does not cause anxiety is whether the action provokes physical symptoms and our motivations in making decisions and whether these motivations point to some unresolved triggers . . . being more comfortable staying by oneself and indoors, for example, may point to agoraphobia which, in turn, may be a symptom of anxiety . . . we are individuals and are unique so one explanation does not necessarily fit us all . . . and anxiety, even though many of us have it, is often unique to our contexts . . . sorry I could not be of more help . . .take care, kc