The answer to your question totally depends on where you live, where you are running, and what the roads are like. There are certainly pros and cons to both running outside and running on a treadmill. If you stick to treadmill running, you do not have to worry about inclement weather conditions or less than ideal temperatures, you can control the pace and incline, and you can stop whenever you want without worrying about having to find a way to get back home! Furthermore, you can watch tv and have your phone, water bottle, gel and fuel, towels, etc easil accessible but not weighing you down or strapped annoyingly to your belt or arm like you would if you were trying to carry these items along during an outdoors run). Plus, it is safe and can be done alone. (Running outside by yourself poses a lot of potential for inopportune safety outcomes, but treadmill running can be done amidst a safe, crowded gym.)
But running outside definitely has its perks too. A change of scenery and a change of elevation can do wonders for your mental health. And although running in extreme conditions is not ideal, it really can improve your mental strength in a huge way. And if you want to participate in 5k or half marathon races, you absolutely have to get outside every so often for your training runs. And for the most part, running outside is going to be tougher and more of a workout because of the changes in incline - it’s no secret that running up and down hills gets the heart rate high and really burns those calories. Plus, it challenges your muscles in new ways.
I would say though, that if you are open to trying to run outside, you should go for it - especially since you’ve noted that you love fitness, and seem like you would like a good challenge. But if you are totally content with just running on the treadmill, that’s perfectly fine too! It’s important to stay active and healthy, but how you get there should be by doing what YOU love - and if that’s running only on a treadmill, that’s great!