Si l'on veut traduire 'Je dois sortir', on dit 'I have to go out'. NB Le pronom 'I' s'écrit toujours en majuscule.

The only time I can think of when one would say, "I have to be out" is when you are going to miss work. "I have to be out on Tuesday because I have a doctor's appointment." In this case it doesn't mean to leave, like sortir. It means that you will be missing from your usual place.