I'm sure you're right about your friends operation,and it might have something to do with the design or management of those sheds.  The fact that he goes through less bedding outside (where it can get rained and snowed on) tells me he's overcrowding the sheds or the air flow is all wrong.  I've got several clients with both open lots and bedded confinements, and the confinements take less bedding, less fuel, and less labor at each place.
Also, it's not daily gain but feed efficiency that makes the big economic difference.  
I've got 3 years data from over 130 operations (officially reviewed by 3 independent analysts) to back up my numbers.  I've also got 10 years data from at lease five 1000+ hd operations with the same results.