i used to find this to be the case. but of late i've been doing much more muscularly strenuous work --- looong slow miles in much too much snow -- and it seems i have a hard time relating to pace anymore. and so whereas before the miles felt faster on the treadmill, now they somehow feel a bit slower.
that being said. i've also heard that it may make sense to measure your belt length, run the machine w/o person for a bit, counting blips, and then calculate to see how accurate it is.
as for me. i get on a treadmill in the winter about 2 or 3 times a week to make-up for the slow snow miles. and it seems that during half of my runs -- at least once or twice -- the "speed" indicator blips down to zero, then 0.3 or 0.2, etc. and rams up to full speed for as long as it cares to. kind of funny to be running along at 7 min pace or so, just bopping with the stereo, and the treadmill whirs up to 6 min pace. the wall's right behind me and i've nearly smacked into it a few times. :)
the search capabilities on this board aren't the greatest, but this question seems to be perennial. most people say that the treadmill is actually supposed to be easier, and that one should add a 1% grade to make-up for this fact. i note that my calves are always more well utilized on the mill than outdoors; the opposite for my hamstrings.
in any case. if i don't open the window, cardiac drift due to the heat is a sure thing. in that case, 7 min pace can come to feel like 6 min pace after 10 miles.
that's my take, for what it's worth.