Why are they inside if the role of receptors is communication between cells?
'Receptors' are ubiquitous in biology and not just for communication between cells: they carry signals within cells, too.
Additionally, even for communication between cells, receptors don't need to be outside the cell, because some molecules like steroid hormones freely cross membranes. In that case, the reason the receptors are inside the cells is so that they are located where they are going to have their effects on transcription.
Also remember that biology isn't necessarily "designed for" exogenous ligands that might be presented: just because there is a receptor that some drug binds to doesn't mean the thing binding is the thing that is "supposed to" bind.
I'm not aware of a known signaling role for intracellular 5HT2a receptors specifically within mammalian neurons; they are also found in other species and other cell types. Certainly it's common for receptors (including 5HT2a) to be trafficked between the cell membrane and internal membranes as an important regulatory mechanism, so that's another reason you'd find them inside cells. Internalization can be caused by both agonist and antagonist binding (Raote et al 2007).
Raote, I., Bhattacharya, A., & Panicker, M. M. (2007). Serotonin 2A (5-HT2A) receptor function: ligand-dependent mechanisms and pathways. Serotonin receptors in neurobiology, 105-132.