When they did mine a good few years back, and on most installs I've seen they drill inside to out, because judging where an exit hole will be is difficult and the inside position is usually more critical than the outside. It's a single pass, using a cordless SDS drill set to max, and an 800-1000mm bit. And you're quite right, this often causes considerable exit blast damage through hard bricks and rendered surfaces. On my house the exit hole took the face off half of a brick and left a crater about 15-20mm deep, which was (not) stylishly filled with silicone sealant. Also consider that the normal installation requires a brown "Omnibox" attached to the outside wall, and the cable attached with clips.
Your options as I see it:
1) Drill it yourself - an 8mm hole would be ideal
2) Mark it out with real precision and insist the installer drills outside to in at the exact spot you request. Bear in mind that whoever drills it, because they'll be using a very long bit, it will "wander", and regardless of the accuracy of measurement, the inside exit hole could be anywhere within about 2-3cm of the intended position. If you're lucky it will be spot, on but allow for error.
3) Look for an air brick (not very fashionable in new build properties), or consider putting the cable through a door or window frame. If asking for this, plan the route and be aware that the cable has a minimum bend radius of about 4-5 inches, so tucking neatly into or around 90 degree corners is tricky.
