1) Running on a treadmill is much friendlier to my joints than concrete or asphalt. For us city dwellers, that adds up over time.
2) I can quit the treadmill at any time. If you're outside on a 6 mile run and you have a muscle cramp up at mile 3, limping back 3 miles is the result. That's surprisingly little fun ;)
3) Can't speak for other people, but usually the treadmill is a warm-up, that's it.
4) It's cold and rainy outside. I'm soft and coddled and like being in a warm place :)
(OK, realistically, the first two are the ones that really matter, the rest you can get over)