There's a load of evidence that shows going outside is good for you, from the stress-reducing and blood-pressure-reducing benefits of forest bathing, to the vitamin D and serotonin boosts you get from sunlight.
Now there's research that provides another reason to get off the treadmill and get outside: exposure to sunlight can affect levels of nitric oxide, which in simple terms means it can help your endurance.
That could explain why people refer to treadmills as "dreadmills", because it might not be just the monotony of plodding along on a conveyor belt that makes it so achingly boring. It could genuinely be crap from both a physical and psychological point of view.
Whatever the reasons are, my own empirical evidence is enough to convince me that trail running, hiking and cycling in the great outdoors is good for both body and mind.
But it's always nice to have some science to back it up.