Indoor dust is largely human (and sometimes animal) dander - think small particles of skin we shed every day. It is combined with whatever other particulates are in the air (both organic, like pollens, and inorganic, like sand), then because of particulate density and low levels of air humidity, as well as static charges present across many indoor surfaces, tends to fall, cling to, and accumulate on indoor surfaces.
Outdoors, the same dander generally ends up in the soil, as precipitation cleans it out of the air, and most other surfaces don't have the static charges to keep it in place when even a mild breeze passes through.
Carpeted homes build up lots of static, by the way, although dust is more visible on wood floors. And vacuum cleaners used an carpets often do more to redistribute particulate (yes, even those with fancy HEPA filters) than capturing it. Just shine a bright light on one when you start it up.
(Yes, I've sold vacuums, and know most of the tricks and scare tactics)