I have done this sort of thing with Formica pacifica colonies. It works well, but there are a few things to consider:
1) If the test tube is inside of the outworld, you can either leave a cover on it and never see your ants, or leave it without a cover and have your ants constantly exposed to light. You can't really leave a cover on the test tube and still check on your ants, it just doesn't work. Lifting the test tube up and removing the cover becomes a big hassle with colonies that have more than 15 workers. You'll end up with workers crawling on your arms or falling out of the test tube and it's just not ideal. There are different ways to counter this, such as placing a cotton ball into the test tube when you go to lift it up, but with larger colonies you'll have workers on top of the tube so it still won't work. Overall, it's just a pain.
2) When you have test tubes directly inside of the outworld, I find that it can become harder to clean up the outworld. This is somewhat connected to the light exposure issue. I like to keep my ant's setups in the dark, so when I take the setup out, (due to Formica species' stressed out nature) the ants naturally leave the nest and start running around the outworld because their test tube is exposed. When there are a bunch of stressed out ants running around in your outworld, you may have your ants run up your tweezers and onto your arms, experience difficultly picking up garbage, etc. Without a test tube cover, you can't really prevent this; but if you do have a test tube cover, you can't check up on your ants as easily.
Dealing with the above issues isn't the end of the world, but it can make things a tad bit more difficult. For these reasons, I find that it is definitely better just to drill a hole in the outworld and connect the test tube up via vinyl tubing. It's just easier overall and will save you piece of mind in the future.