I brush mine outside and the hair is taken by the birds - especially at this time of year.
I also think it makes the dogs more comfortable. Yes the hair will fall out of its own accord - but they are very itchy with it - especially with us (UK) at the moment. We have gone from fairly cold to summer temps, I have to keep reminding myself it is spring, but it has been very hot (for us!) and the dogs have had to adjust very quickly!
Also I find it is a bonding thing - my dogs love being groomed - they will come over and push for one or the other to be done.
I guess we all enjoy it
