This is an older photo, but he was begging for food here...
I also think he likes it outside so much because of the abundance of things to eat, and it is just natural for him to dig around looking for beetles and other bugs.
Every time we let him roam the property, he gobbles up everything that moves.
He's very fond of the crayfish in our creek, he's learned that the creek and the banks are great feeding stations, lots of insects and those tasty crayfish.
He even eats the claws if they get knocked off while he is eating the rest.
Too bad he has to wait until summer returns to do it again.