Yeah, it sounds like he does want to go outside. Unfortunately if he's been used to it it will take a little time to get him UNused to it but it's worth the effort!!
When Sashka was little and used to go mental about being inside I used to find that two sessions of interactive play-time every day really helped her - ie not just leaving her to play on her own, but I would play with her for AT LEAST half an hour twice a day. It would wear her out and keep her stimulated. We played with feathers, balls, a laser-light pen (which is the all-time favourite) we played chasey - everything. Then she would pass out for about three hours.
When he cries at the door you could use that as an indicator of a good time to play.
Also, you need to rotate his toys - after a few days take all the toys he is used to playing with and put them away, and then replace them with new ones. This will stop him from getting bored. After a few days, you can give him the old ones back again and they will seem new.
There's a couple more GREAT toys - Da Bird, the Cat Dancer, Thing-In-A-Bag and one that is kind of like a disk that goes on the floor and spins around - that's also like a scratching post thingy - I don't know what it's called unfortunately. A couple of those are interactive and a couple he can play with on his own. Also, I have accidentally discovered that an abandoned hair elastic can keep a kitty occupied for AGES. They catch them, throw them in the air, chase them around - it's hilarious!