True that but around here hay is free and my ducks have been fine with it since I've had them. Of course, I am in Georgia and although it gets cold it doesn't get ridiculous like it does in Canada.Straw is hollow and holds in heat. Hay doesn't. Hay is feed.
I grew up in Alberta and Saskatchewan farming country.




With just a bit of rain and moist air, it was a soppy, gross lump. Then I took it to the next level, and became even more of a nature, animal-loving weirdo, and started using pine needles.
They work beautifully and the ducks love laying their eggs in them. It's natural and the ducks feel right at home. Because the pine needles have more solidity than hay, they do not take in moisture, meaning they dry quickly.