I buy free range from a farmers market. I "believe" they taste better and look fresher- golden yellow inside. Who know whether they do actaully taste any different- I heard they don't.
I'd love to say it's because they treat the hens better but tbh- I have no idea how they treat the hens. And I'm taking word of mouth that cage owners don't treat their hens nicely so no- lack of research into this suggests this is not the reason at all.