I'm just going to add a bit of thought process here, that may be helpful to newer refs.
When looking at a question like this, go back to basics.
When is the ball in play from a throw in? (This is a good question to ask yourself in many, many scenarios, as whether the ball is in play or not is critical to many questions.
Why is the ball out of play?
Those two questions, as noted above, give you the answer: the ball was in play once it entered the field. It left play by leaving the field. Hence a new TI for leaving the field.