Even if the garage is connected to the house - it is a separate place, with it's own door (which you can add or not - the garage door is added only if you put the extention garage floor).
The entrance and the exit to/from the garage is made only through the garage's door (existing or not), from the road side - that's why your sim go outside, in order to enter the car.
You can't put a normal door between the garage and the house, but you can put a wall around the extention of the garage, if it has a garage door.
May be you should write Maxis, and ask for a fix in their next patch...
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