Depends on the cat!
Some cats need the stimulation and stress release from exercise and exploration. Young cats, or those with nervous energy, can really benefit from trips outdoors.
I recommend to always carry your cat outside, or use a cat carrier, so that your cat doesn’t try to get out in between walks. It’s important that your cat doesn’t learn to dart out the door without a leash!
Walking cats can be a great experience for you and your cat, but proceed with caution, especially if you live in a busy traffic area or where there are predators outside.