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A common man should be Nataraj (Walking King)
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But in a heavily congested city with high levels of air pollution, it just makes things worse. For instance in Delhi, many experts advise against strenuous exercises outdoors when the pollution is high. It is understandable that we would be exposing our lungs to more pollutants with rapid and deep breathing.
Treadmills are for people who don't have access to open spaces, who have time constraints and for people who cannot safely walk on uneven footpaths that are very common in many of our neighborhoods. It's safer to control the speed and can hold on the sides for support.
'Idhuvum Kadandhu Pogum "
Even this challenging situation would ease
In connection with walking I quote what I have read "To go fast, walk alone; to go far walk with friends".
Due to pollution in outdoors some people are preferring treadmill and to that extent it is a good proposition if one can afford it.
In outdoor walk there is no monotony as you will be seeing the landscapes around you and will not be bored.
These two options have their own pros and cons but the underlining fact that is exercise is a common element between the two and is to be kept in mind rather than the method through which it is achieved.
Knowledge is power.