@elephantking, reduakari: how can there be "natural light" in an indoor exhibit? Given that most materials that are pellucid for us humans (such as glass) absorb quite a range of the spectrum of the sunlight aka "natural light", the light you observe in an indoor exhibit is not really "natural light" anymore, but rather a fraction of it. This isn't noticeable by the human eye, but it most certainly is for many tetrachromatic animals. And do not forget the importance of UV-B radiation on the metabolism of cholecalciferol...
The combinations of sunlight, temperature, wind, smells, humidity, sounds and many, many more various ingredients that form "the big outdoor", as we knowingly and unknowingly perceive it, cannot be completely imitated by any indoor facility. We can try to mimic as much as we can measure and might feel satisfied, but the animals, with sensory perceptions so different from ours that we will probably never fully comprehend them, can't be tricked that easily. It might sound, smell and look like "the real deal" to you, but the animal knows better. What it does, however, is try to compensate with it. Some better, some worse.
Having the opportunity to offer animals access to outdoor facilities is (unless the climatic conditions are too adverse for the animal in question or other reasons prohibit the outdoor husbandry) preferrable to having them indoors all the time.
Materials now being used in skylight systems (ETFE, or "Foiltec") allow UV transmission at a far greater level than glass or other traditional glazing systems do. This application can be seen in numerous facilities, ranging from the Eden Project, Zurich's Masoala, Bronx Zoo's Madagascar, and most recently Gondwanaland in Leipzig. There are certainly benefits to having completely outdoor facilities, but the differential is far less today in these modern buildings than it was in traditional indoor animal housing.