This could go into the bucket of it’s in my head. It’s not something I pay close attention to outside. However, my perception is that I am able to more easily pushing a higher cadence relative to gearing outside than inside. Outside, I will at times shift into the inner ring, but largely can stay in the big ring and still push cadences in the mid 90’s. Inside, I feel like I quickly get to the top of the cassette range and need to shift to the inner ring more frequently. Power is roughly the same indoors vs. outdoors, but seem to ride the inner ring inside vs. the outer ring outside for the same cadence. Anyone else feel this way. I suppose it could be a different in grade as my routes are typically less elevation per hour than inside, but even at 1 or 2% grade inside, I feel the need to shift more. I have a Tacx Neo and am riding the same bike in and out.
Trainers do not perfectly replicate the resistance you would feel outside at a certain gear/power output, so it is normal for your gear selection to be different indoors compared to outdoors. As far as needing to shift more, this is likely due to the fact that you have a hard power target to shoot for. When outdoors, you are less focused on holding a particular power, and therefore, you may shift less and just stay in one gear if it is comfortable.
With the Tacx Neo, you could also choose to use ERG mode, which does not require shifting at all. This is my favorite mode becasue it takes the commands from TrainerRoad and adjusts the applied resistance so that you can meet all of your power targets without shifting 
I used ERG mode with trainerroad, so not really an issue, but when riding a sim-ride on Zwift, it’s a more of an issue.
I think a key difference boils down to the inertia provided in the trainer, and how it compares to your size and riding conditions where you ride outside.
There are no guarantees that the inertia from any trainer matching a rider and their personal use. The Neo is in a rare position to possibly match more closely to a wider range of riders. That potential comes from the “Virtual Flywheel” option, if they allow entering the rider weight to affect the settings on the VF.
That, along with the calculations in the cycling sim app, could combine to make a more realistic feel that might match real riding better.