Just like roughage, the bedding largely determines the well-being of a horse.
Standard straw in large bales is not always easy to handle and the quality is not always consistent.
For horses that are allergic to dust and spores, it is certainly not recommended.
Horses are herbivores, designed to eat almost constantly throughout the day. Grass is their natural food and their digestive system is geared to this. The quality of the grass largely determines the well-being of the horse.
The quality of the grass in some large bales is not always consistent. These large bales are also not easy to use in the stable or convenient to store.