Probably mainly to mean that it is not for burial. I have seen cables labeled "indoor" and "outdoor" but haven't seen one labeled "in the wall" yet.
I would guess that any cable labeled for outdoor would have an outer jacket better able to withstand the extremes of weather and sun than an indoor, or in the wall, one.
I use either outside but always make sure you use weather proof connectors.
"In the wall" use labeling means that it meets minimum NEC/NFPA requirements for wiring run through walls as opposed to laid on the floor or tacked to the wall. It is a fire-spread potential issue. If you do some home theatre or sound wiring in your house and you run the wires between the drywall, it better be rated for "in the wall". Otherwise, you could have a very expensive and time consuming removal or replacement project when you try to sell your house. A "home inspector" will deem the installation, not fire safe.