So in our entirely sanitized and sterilized environments we would be free from airborne and waterborne disease, but the moment we step outside of it our underdeveloped immune systems would be incapable of fighting off the common cold? That seems like a bad idea.
That is what vaccines are for. All of the upsides of immune system training with none of the downsides of having to be sick first (also, see “the immune system is not a muscle” article other people posted: immune systems do not appear to generate cross-virus benefits, so there’d be no expected effect on common cold susceptibility)
Outside gets plenty of ventilation and UV rays.