Cats also roll on dirt/grass/asphalt/concrete/ indoor-outdoor carpet/ rugs etc to clean their coats. It's their version of going to the dry cleaners. Rolling in dirt/ grass takes the oil out. Rolling on concrete does the same thing because the concrete has collected some dirt particles...besides that....it just plain feels good. It's like a stoping at the massage therapist. I advise you not to pick her up when she does this. Sometimes they are in their own mind-blown ecstasy space and could bite you because they don't recognize you when they "are out of it". Cats are weird creatures sometimes. You might consider not letting her out at all. Provide her with a clean litter box and keep her safe from predators (even the human kind!) litter boxes don't get stinky if you use good scoopable litter and scoop every time she uses it.