Finches Don't Want to Fly Outside Cage?

I'm a new owner of two young female zebra finches. When we first bought them they had only a tiny cage. We let them out into the bedroom to fly multiple times a week to negate how small it was. We've upgraded them to a much larger cage, and today I was going to let them out, but they refuse and are just flying around their cage as usual. They've perched on the door to go outside, just won't go outside. Is this fine and they're just happy where they are or is something wrong?