I despise the treadmill.
And yes I will agree, it is harder.
One other theory I have (which might explain two people of different abilities sharing a mill where their gap narrows on the mill) is that the mill doesn't punish shitty economy/reward good economy as much as overland running and privledges different muscles (especially de-amphasizing calf use and toe-off). I have two friends who are more midfoot strikers with good back kick and strong toe-off who say the mill doesn't feel right whereas I think my sloppy heel striking isn't penalized as much on a mill. Another thing is you tend to take longer strides on the mill than outdoors at a given pace.
The reason the "go to" explanation doesn't apply for me is I've never encountered a treadmill that felt easier than the outdoors at the same pace. If it's just a miscalibration you'd figure some treadmills would be faster and some would be slower.
But no, I've never run on one and thought to myself, "Wow, I'm crusing, I must be in awesome shape!" It's always, "holy crap, why is this so hard when I'm running so slow".
A Woodway treadmill will compensate for what you mentioned. They are expensive, but worth it for a true running experience. I have even used pin spikes on mine as the surface allows for it.
Recently I've been coming across articles that talk about why it's so much harder to give less effort when it comes to treadmills. It may seem like an oxymoron, but when I say effort I'm referring to the physical benefit the body has from running.
Apparently the bounce factor on a treadmill is a pretty rough thing to overcome, but at speeds over 7mph and at a 1% incline things magically become easier than running outside. Something about the physics of wind resistance and one other (I believe the most) important factor. Stride on a treadmill is vastly different than outdoors - something I've noticed in myself and others but I can't claim this is true for everyone as the articles do. On a treadmill your stride is shorter even if it feels longer because your body is compensating for that drag sensation that's propelling you forward as well as trying to accommodate the bouncier nature of a treadmill when compared to the outdoors.
There's also a theory that at the moment of impact the belt is pressed against the machine enough to halt the machine's movement - even for a miniscule amount of time. This followed by the drag of the machine resuming it's preferred method of torture causes weird things to happen with your stride, your joints, and muscles that are interrupted in their flexion patterns. Is flexion a word? I don't even know. What I'm trying to explain is that the muscles flow through a certain pattern when running, and the treadmill can supposedly disrupt this pattern with minute breaks causing the muscle to seize slightly as it attempts to adjust to the irregularity.
I don't know if the studies are accurate or not, but it makes sense with my experience. I'm not as great a runner as you all, so I won't even mention my speeds ;). All I know is treadmills make my calves cramp and my knees ache and doing even just a mile on one some days is tantamount to Hiroshima happening in my heart and soul. But, then, some days running outside is a terrible experience. Maybe people who subconsciously know it's gonna be a bad running day has for the treadmill and blame it all on the machine; and when the days feel great, people head outdoors to rejoice and run wild and free off into the sunset. Or sunrise. Or street lamp.
Tldr; treadmills can be the pits. But so can everything.