A number of things could be causing this. Border Collies (including the Australian Shepherd) require an incredible amount of exercise on a daily basis (in the vicinity of several hours for some dogs) due to their high energy levels. You had mentioned that your parents are elderly, so I'm guessing that they probably aren't able to spend a great deal of time walking or playing with their dog. As a result, their dog may be refusing to come inside since they associate the indoors with "sitting around," whereas the outdoors represent freedom and playtime. If this is the case, additional time outdoors might help to alleviate this issue. Fencing in a large area for the dog to play may also help if your parents aren't physically able to spend several hours outside each day.
Another reason their dog is refusing to come inside may be related to an underlying health issue. If the dog has joint issues (which are common for both Australian Shepherds and Border Collies), walking back into a house could be extremely painful for them; particularly if your parent's house has steps that need to be climbed before entering. To rule out this last issue, I would recommend that they take their pet to a local veterinarian for a comprehensive exam.