I have straw that I am using up from my goats. But here it does mat up and poo sits on the top of it while moisture may run straight through and soak the bottom of whatever.
My biggest issue with hay is... it attract rats and rats are chicken predators aside from possibly being vectors of disease and parasites.
Due to these two issues in addition to straw taking forever to break down and getting moldy are the reasons why I prefer shavings.
Plus if the hay gets wet and you don't realize, it can be rotten before you get to it. And that depletes savings. Also, I hate hauling the hay and moving they dang heavy bales in addition to having to have all that extra storage space. Cutting it smaller would be time consuming and to me time is money.
I agree shaving are getting expensive. You can always try it and see how it works for you. If you don't like it, don't use it again.
And don't buy your shaving at places like wally, they are much smaller bales for a higher price than most feed stores.