It's just not natural keeping chickens penned, is it?
However at my place, a forest of tall trees with very little low shrubbery and a family of nearby goshawks means that free range is always risky. Then there's the sneaky goanna who slips through open doors to steal eggs. Even a German coolie (dog) can't be everywhere.
But bit by bit, I've begun letting the birds out of an afternoon when the eggs have all been collected. Part of this process is giving the younger chickens (though I won't free range under 12 weeks) time to learn what to do when danger calls. It's very heartening to see them all learning to scurry under shelter.
The best result of all this is that some of the birds that were lingering at point of lay have come right on. The eggs are terrific in size, shape and shell thickness. I suspect it's not so much the insects the birds are eating (though they do pick up a few) as all the fresh greens. While I'm fairly diligent about ensuring penned birds have green pick, I can't supply the range of fodder the birds acquire while out and about.
Unfortunately, of course they've discovered my garden beds... But I'll move those to the front yard and give the chickens the back (which has better cover from aerial attack).
I'm sure all you free rangers out there are smiling wisely... You've known for ages the different fresh forage (including insects and other critters) makes to hen health. Maybe even with goshawks divebombing the yard, it's worth the risk.
And the best thing? The vitamins aren't synthetic.