As the title really - it's done outdoors, but would this more come under the sports proposal? Not that I have any specific question that I wanted to ask - just curious... :-)
This is an interesting question. I'm inclined to say not in general, but I'll leave open the possibility that there might be some question about some very specific aspect that could be on-topic here, though I can't think of any off the top of my head. Parkour is more about avoiding/surmounting man-made obstacles than interacting with nature.
I think our rule-of-thumb should be that we take sports where nature plays an integral role - sailing requires interacting with wind, skiing snow, mountaineering and climbing rock, etc. Parkour strongly tends toward interaction with man-made obstacles.
I've talked with the Sports and F&N mods, and I think we should direct parkour questions to Fitness.SE. Most, if not all, aspects (that are otherwise appropriate for SE) should find a good home there.
Sports is unlikely to take most parkour questions, they were pushing toward "competitive" sports (much to the chagrin of many who had committed to other non-competitive proposals, like running, that were rolled into sports).