Cats just don't like closed doors. They want to be able to see what's on the other side of them or go in and out as they please. While some cats have a choice to come indoors or go outdoors, indoor cats don't have that choice but can still experience the outdoors through a window, an outdoor enclosure, and in other ways.
You could hire a professional to build you a cat enclosure or buy a kit that you can put together yourself. These videos offer you some simple do it yourself solutions.
A pet stroller is another option besides teaching your cat to walk on leash for taking your indoor cat with you on a walk or jog.
