Because they have to take they time to get used to different lighting conditions and spectrum every time you move them, it's better to leave them indoors under lights if it's an indoor grow. Also, if you put them near a window there won't be as much (sun)light as under the lights so they will stretch, and if you put them outdoors in the sunlight you may bring pests back inside the growspace. IMO, it's not worth doing this.
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