Well... technically I can take my female P.murinus (example) out as well and do that but (aside everything) I wouldn't unless I'm 100% sure (and who can guarantee me this?) that in said grass nothing was sprayed/throwed/whatever.
like chris so elegantly stated, you CAN do anything. i personally would not recommend it as, like chris said, you really dont know what all might be on the grass. any type of insect/bug killer or any host of possibly toxic chemicals or even just parasites and bacteria it just might never have expeierenced before could potentially be harmful. if you are looking for, say, a photo shoot or something similar, i always recommend getting a large flat stone, clean it deeply to assume its a chemical free as possible, and place that in the grass(with the specimen on that) usually works best an can atlas avoid some of the chances of chemicals and such.
As has already been said, there is the risk of potential pesticides or other chemicals - plus there's the added possibility of encounters with whatever other critters might be out there in the yard, including birds, animals, or other bugs. Just as an example - my husband put a chameleon in a potted plant on our patio, thinking it would be safe and would enjoy a little sunshine and fresh air while he cleaned the cage. Unfortunately, it tried to catch and eat a passing wasp. At first there was a huge swollen lump on the tongue - then the entire tongue turned black, shrivelled up, and fell off. The poor chameleon survived - but had to be hand-fed from then on.
I wouldn't let a millipede wander around outside. Millipedes do not require exercise and moving them around would probably stress them. If you are trying to take a photo of them, it would be better to place them on a stone, as previously mentioned, in its enclosure or even in your hand. Even a large millipede could get lost in the grass and pesticides, predators, and fungal spores are small but present risk.