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Since they need to sleep regularly, doing it between your fort and where your bedrooms are.
The wiki pages about cave adaptation and tile attribute can help make sense of it.
https://dwarffortresswiki.org/index.php/Cave_adaptation
https://dwarffortresswiki.org/index.php/Tile_attributes
Most dwarves are fine with getting cave adaptation if they never need to go outside in the first place, so doing something against it isn't a hard requirement.
It also means that flying enemies would have a rather direct path to the center of your fort, which can be quite dangerous.
Rain would also fall on these exposed tiles, depending on the biome, and that causes grumpy thoughts.
In evil biomes with evil rains it would even potentially be deadly.
I agree with Fel that it's a very minor issue, and trying to keep dwarves from cave adaptation in this fashion can result in more annoying or deadlier problems. Few dwarves will need to worry about in the first place. Any professions which have occasion to go to the surface (such as woodcutters, surface farmers, and the haulers collecting their products) will do so often enough to never develop adaptation. Soldiers can train at a surface barracks if you're worried about their performance being affected on the open field, or you can force the enemy to engage your army underground.
Sometimes I get lazy and use existing "ponds" and channel out the area around them to make them square(dwarfy) The loss of water depth is usually enough for it dry out unless its a very wet biome.