I know this very well, I think it’s because when you come in from outdoors you bring an eddy of fresh air behind you loaded with ozone and the smells of grass and trees. Some cold fresh air will also be trapped in your clothing.
Many years ago I realised that rain has a smell; I was doing some, er, bouldering in the Llanberis slate quarries when a storm approached from the summit of Snowdon, across the valley. Suddenly on the wind I smelled rain, quite distinctive and clear. A revelation.
I work for a perfume manufacturer and the holy grails of the industry are the smell of fresh air, the smell of a new car and the smells of baking and freshly-ground coffee. Sadly all are so complex that they can’t be reproduced accurately with synthetic raw materials.