When I first started I was doing ONLY inside parties. The equipment was cheaper (especially the screen) and I could control light better (meaning lower lumen projector, and cheaper, in general). I started with homeowner parties, but have since done school movie nights, cub scouts (movies and video games), school dances, sweet 16's, etc. (all inside).
The market is there but you have to reach out to get it. I don't find many people looking for me for indoor events. Also, I don't care for indoor homeowner parties any more. Too much risk of me breaking something, or putting a hole in someone's wall while carrying in a screen, etc. But, that could really be a big money maker if you could put together a simple set up. Kids with winter birthdays don't get to have the pool parties, cook outs, and all the fun summer time stuff. I found that some parents jumped on the idea of throwing a "cool" winter birthday party for a change.