My youngest dck hated being outside until just recently. I honestly did just what 5lm suggested. If he's genuinely upset, I'd of course give him a hug and comfort him, but other than that, let him be. Give him praise for good behavior and (when he's not crying) offer him toys or play little paddy cake games with or whatever.

My dck loves being outside now, and is totally find with me walking away or being in a different area of the yard (and ours is quite big).