Exactly. And also, the knowledge gained through experiments is core knowledge for the company. It gives understanding about the technology and insights about the customers, that could shape the future of the company. They should not lose that knowledge by outsourcing the activity.
If you look at the flow : Ideate — Experiment — Execute.
You can outsource part of the Ideation, to collect external inputs, but the main part should come from the inside.
Also the execution part can be outsourced, as it is easier to measure the quality of the deliverables.