I can't imagine starting daylilies indoors. I've always done it outside. Many northern growers do this... Steve Moldovan did, as well as Curt Hanson, Dottie Warrell and Charles Applegate. (all Ohio hybridizers) I learned from them, and never knew any better until the internet came along and I read about people starting them inside.
Curt told me that he thinks the seeds of plants that would grow to be evergreens will germinate right away and be killed off in winter. However, semi-evergreen and dormant won't germinate right away. So, by sowing direct to the ground in fall, we automatically cull seedlings that would not be hardy here.
No idea if that is actually true. It was close to 20 years ago when he told me this, so my memory my be a bit off too....