Shabbat 22a says that the halacha is that we should place the chanukiyah outside, within a hand-breadth of the door, to the left. In Israel I've seen people do this, placing the chanukiyah in a glass box (to protect from wind) just outside the door. I have never seen this done in the US. Why is that? I understand if you live somewhere where you can't (like you don't have a front porch), but for those of us who live in houses with porches, where we could do this if we wanted to, why don't we (usually)?
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Many explain that because there was a time when it was dangerous to light outside the requirement was rescinded and was not re instituted since.
The Aruch Hashulchan (671:24) explains that in the countries Jews lived in then the climate did not permit for lighting outside unless they would close the Menorah in a glass box which is an extra burden the Sages did not place on him and would additionally not properly allow for publicizing the mitzvah.
The Tzafnas Paneach (Chanuka Chapter 3 Halacha 3) explains that there were two miracle that occurred on Chanuka - the miracle of the candles and the salvation from the Greeks. Nowadays that we no longer observe the festivals of Megillas Taanis there is no longer an element of publicizing the Chanuka candles.
The Nimukey Orach Chaim concludes that he found no satisfactory explanation for not light outdoors (although that was his practise).
(Based on "Yemei Chanuka" pg. 54 footnote 3)
The Mishnah Brurah (671:27) writes that nowadays the world relies on the Mordechai who says that now that the practice is to put it inside there's no problem. However, careful people shouldn't rely on the Mordechai and should put it outside.