I regularly run on a treadmill and outside also. They both have pros and cons. I find natural running is easier than treadmill running in fair weather conditions. You can self regulate your speed, speeding up and slowing down when you need to.
I can push myself harder on a treadmill, which has improved my cardiovascular fitness. The downside to the treadmill is it's so boring. I have to find new ways every time to alleviate the boredom.
Running outside in cold weather is much harder. I quickly get breathless and I find it rapidly drains my energy. It takes much longer for my quads to warm up.
Preference wise I prefer running cross county in the late spring, you can't beat it .