There are many reasons why your indoor air quality might be worse than outdoor - this is the great value of the AirVisual Pro!
Perhaps the outdoor monitoring station isn't your closest station. The station automatically selected is based on your Wi-Fi's IP address - and could, in a big city, not be your closest. To check, go to the settings menu by pressing the center button > 'Location' > 'Locations List' > 'Change outdoor location', and choose your nearest station. You can find out what your nearest station is through the app. It could be that your nearest outdoor station only reports Ozone or PM10 readings; PM2.5 tends to be the worse pollutant and wouldn't compare against Ozone or PM10.
Air quality can be very localized. To test the sensor, hold your Pro up close to an air purifier's air outlet. The Pro's PM2.5 values should drop close to zero, or to the teens, depending on the quality of the purifier and filter. Some reasons for poor indoor air quality could be from a neighbor burning coal or wood, nearby highway, indoor cooking, sprays, smoke, incense, etc.