Hey I thought the same thing but once I started to use them I found that they are really cheaper to use. I tried using one bag of pellets vs one bag of shavings and trust me the pellets went way farther ! really surprised me. I clean my stalls daily and with shavings I end up muckign out 1 1/2 - 2 muck buckets per stall, that adds up fast in the spreader when you have 7 horses. When cleaning out the pelleted stall I only end up with 1/4 - 1/2 bucket! and I only add one bag per week, even though the pellet bag is almost a dollar more per bag if you add up how much you have to put in and how much compst you take out the pellets are way cheaper.
My girlfriend Ginger tried to tell me this for over a year untill I decided to test it myself and now I'm totally sold!
Try it, use one in one stall and the other in another stall you'll be very surprised!

Oh I also love using it under straw at foaling time! it is so much easier to keep the stall clean and dry plus it takes half the time to clean it. It's great!
Cathy C