There could be a few reasons he wants out - spring fever, seeing animals, other cats prowling around, maybe he just longs for a little freedom. Plus, even though he may be fixed, he will still be able to smell a female in heat, and react to it. Just as a female can still exhibit the signs of being in heat after she's been fixed.
I agree with letting him outside if you have a yard where he can bounce around for a bit, but if you are going to tether a cat with a tie-out or long leash, make sure he is wearing a HARNESS not a collar. Cats can string themselves up on fences and whatnot when jumping around, so having a harness will make sure he doesn't hang himself.
(source: I've worked in pet stores for 4 years and had animals my whole life)