I am not sure when it became popular, the adding of an indoor directly onto a barn but I am sure it had everything to do with weather and convenience. There were very few indoor arenas in northern Ohio in the late 70’s. So the ramifications of stalls combined with an indoor was far from my mind till I started boarding again some years ago at a farm where the indoor was directly attached to the barn.
The very first thing you should do before building an indoor riding arena is to research the permitting process in your area. Every town is different and not all government administrations are horse savvy. Do as much research as you possibly can to avoid pitfalls at the very beginning of your plans.