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i think it just deals with location.. you know.. supply and demand
since straw is usually used in barns and stalls.. and no one around here bothers with much of a shelter at all.. they don't bother with bedding. Our winters are pretty much non existent.. and the livestock stays out in all kinds of weather.. the most the average person around here has as a "barn" is a three sided shed with a roof... and even at that it's rare that anything other than a dairy goat or a horse will even think to use it (dairy goats can be pretty "prissy" about getting their feet wet
)
I know the meat goats and cattle don't bother with shelters.. and that's what most of the ranchers have. There are a few of us with dairy goats .. so we have to bed down with hay or wood shavings. Heck.. my emus won't even use a shelter!
The local stables (what few there are) all use the sawdust pellets or wood shavings for the horses.. but most of that also has to be supplied by the owner of the horse.. and not included with the stable fees...
Up North (Northern States) it's common practice to have a four sided barn / stable for your horse.. so you HAVE to have some sort of bedding.. and there are a lot more dairy cows.. since the winters are harsh compared to here they have the demand for straw
It may also be a crop issue.. I know people with horses here will pay to have quality hay shipped in since most of the coastal and alfalfa here in Texas died out with the drought a few years back.. but I don't know of any who would demand to have straw shipped in when wood pellets and shavings are available.