Why aren’t they in The Volume? They have four of them don’t they?
Could be that certain light conditions for outdoor shots are still ‘better’ with outdoor / on location shooting?
I think it is something like that that from one of the Mandalorian BTS / Disney Gallery episodes - though not 100% on it (for ‘The Marshal’ and also ‘The Tragedy’ episodes?).
(Or maybe something akin to blowing something up / setting something on fire - and it needs to be shot outside?)
“I Have the Career I Started Out Wanting” - a new Ewan McGregor interview with THR; talking about the series mostly being in The Volume, still (and his days with green screen on the Prequels).