I suppose one reason some people find treadmills faster is that you don't have air resistance to work against when you are standing in one spot with the ground moving under you. Outside, the faster you run, the more air resistance you have to work against. And of course, if you are running into a strong headwind, that will really work against you. Tailwinds can help push you along, but if you're doing a round-trip (i.e., going north or east the same distance as one goes south or west) and the winds don't change, winds will only hurt your time. (Of course, winds can also help keep you cool, but presumably treadmills are in a nice conditioned space.)
That being said, I've never liked treadmills. I like being able to see a goal, and I like being able to look back at where I've come. And hills are even more motivating. It's great to charge up a hill and stand up at the top of it.
Treadmills would be more fun, I think, if they could be more like video games and have self-adjusting speeds (i.e., they'd go faster if you move forward and slower if you're moving toward the end of the treadmill). If you could have such a treadmill with 360 degree virtual reality screens to simulate the olympics or, better yet, a cop or military scenario, then I'd probably enjoy running on a treadmill more than outside. Until I can get something like that, I prefer the streets and trails of my neighborhood.