Funny indeed. We've been letting ours out of the run, supervised.
Before I had chickens I had no idea they would stay so close. I thought they'd fly/walk away. Then I learned the record for the longest flight for a chicken is like 306 feet. I feel comfortable enough to leave them outside while I run in the house for 15 minutes or so.
There are hawks, great horned owls, raccoons, coyotes, possums and I'm sure other animals (humans?) who would love a chicken dinner.