Cisco was the same way when I bought him at 9 weeks old. He came from a back yard breeder, and I am pretty sure he had never been inside before. I was realy disapointed that he just wanted to be outside, but after about a week that all changed. I guess he just needed to get used to the idea that he was a family member, not just a pet! He is 3 and a half months old now and would rather be inside than out now. He's my little shadow!
I wouldnt worry, with a little extra attention he will be back to loving being a lap dog again!