Free ranging chickens will eventually put your chicken at risk or death from predators that have been hunting for their food and they are hungry too.
Free ranging chickens will "eggspose" the chickens to more diseases from migrating birds
There is increased risk of mortality and increased risk of disease and injury.
Pet dogs LOVE to chase chickens and unless you have spent hours with your dog training him there is a great risk in letting an untrained dog play unsupervised with chickens
Many more reasons not to let your chickens out. Its your personal choice.
We raise our chickens "cage free" in open pens at Blue Star Ranch in Austin Texas. Over the years I have found that with many of my customers that the most and biggest mistakes, accidents and even death can occur in the first month of having chickens. Most new chicken owners simply can't resist the look of flocks of chickens running around catching bugs. But if your run is large enough attached to the coop then you do not NEED to let your chickens out. You WANT to let them out.