Gas cylinders are fine outside. Very thick metal.
Some of the latest BBQs and cylinders have special tool-less attach / detach mechanims which is nicer than faffing around with large wrenches, and almost as nice as faffing around with large wenches.
LOL. Joke.
You can use the same arguments about open fires at home: Yes wood and coal are more cosy, more authentic, give you added smell and distinctive crackle / sparks etc. but you need to stock up in advance, you need to build the fire and then keep it going... and then clean out the ash, but it's nicer. A gas fire you just switch on and within 15 seconds you have warmth and dancing flames... 90% of the experience with 1% of the hassle.
I bet people with gas BBQs use them more often than people with charcoal, and for me, the utility is the key factor.
(Same for gas / coal fires in the home of course).
If you expect only to use your BBQ for a couple of big 'get togethers' during Summer, you should probably opt for charcoal. If you think you might be tempted to cook most nights / weekends on it if it's not chucking it down, I'd go for gas. (That's another point: You only need 1/2 hour rain free to gas BBQ a meal. With coal you need 1/2 hour prep, 1/2 cook so requires longer period without rain !)