straw doesn't soak poo AND they tend to try to eat more of it than shavings. At least, mine went insane when I put some in with them. I thought hey, I'll put some in for nesting! No. It was set upon as food and spread all over and they made a huge mess. Sigh.
We have a lot of hay, so we just use that for bedding. Haven't had much of a problem with them and the hay. They seem to spend most of their time outside of their house anyway.