Pellets can be good or bad depending on:
Style of use
Climate
Brand
Mats or not
Amount used
Some climates they’ll be dry and dusty, in others the humidity is too high during some seasons and they’ll stay damp as heck.
Some brands work better/worse depending on climate. Not all pellets are created equal. :winkgrin:
Bedding too lightly doesn’t do bupkis
If they’re used directly on dirt, they mix in and can create a mess
Sometimes people trying them will assume the ease of cleaning means they can speed through it or just selectively pick certain areas only. Not true, the sides need to be rotated to the center daily to avoid them turning into talcum powder. And they need to be cleaned thoroughly.
FWIW…I’m in CT which can be either dry or humid but never either one for long. Stalls are matted. I use Woody Pet brand. I bed deep. My stalls stay immaculate and dry, but never dusty. The horses stay clean. There is never any urine/ammonia smell. It works fabulous as a thick cushiony support for legs, feet and sleeping for the horses and does a great job drying out feet if it’s muddy outside and I’ve never had it pack into feet once. Also have never had a horse with thrush. 
I also save a ton on bedding because I add one bag per stall per week. This keeps the bedding fresh as new and nice and deep. If I used shavings I’d be going through a bag every 1-2 days to keep the stalls the same freshness, same level of clean and same depth.
I don’t have access to sawdust, which I also really like as a bedding.
So could depend on a few things, but they don’t work everywhere the same way.