I don't think the "wind" is a valid factor because for all you know, the wind will be blowing the wrong direction most of the time. Maybe just getting fresh air is what he was talking about?
"Sunlight" is indeed important (vitamin D) and being outside is good for you anyway. So there is no harm in that unless you are getting a ton of UV or direct exposure. What latitude are you at?
Personally, I like to drag my rowing machine and spin bike into the driveway rather than workout in the garage because the air, sunlight, temperature are better. But that is just me, I don't do it for any "benefits" other than that I like it.
The real question is why does the team run on treadmills in the first place? How bad is it just running on the roads/trails from campus? Don't you have good/safe routes to run near your school?