An article in Frontiers in Psychology argues that they do – with some evidence!
Teachers wishing to offer lessons in nature may hold back for fear of leaving students keyed up and unable to concentrate in subsequent, indoor lessons. This study tested the hypothesis that lessons in nature have positive—not negative—aftereffects on subsequent classroom engagement. … It appears that, far from leaving students too keyed up to concentrate afterward, lessons in nature may actually leave students more able to engage in the next lesson, even as students are also learning the material at hand. Such “refueling in flight” argues for including more lessons in nature in formal education.
Read the full article here.