This sounds SOO familiar. We have 2 large terraced balconies and the cats love them. The in and out ritual happens usually when we have dinner. One goes out when the other wants to come in or, only when it's freezing cold outside so you would really like the door to stay closed, they can't decide whether they want to be in or out so they stay right in the middle staring at you.

The thing is I wait patiently like an idiot that they make up their minds...