By having the GFCI outside as opposed to the main panel, your risking a potential fire situation down the road.
Think about it, you will still have a hot(live) feed sitting inside the box attached to the outside of the house if there is every a problem with corrosion, rust.
If the GFCI is in the inside the main panel and the circuit trips,etc , your live hot feed is sitting in your panel, nice and dry. No hot wires anywhere beyond the main panel.
There should not be a problem with corrosion and rust if it is an outdoor box. That is why outdoor boxes are made. Having the GFCI outside allows a service tech to work on the spa with no one home and not have to get into the house.
