Yeah, that's pretty common from what I've heard. I was actually just reading up on transitioning from the treadmill to outside (I do 10K 4 x week only on the treadmill). I learned:
Forces are greater outdoors than on a treadmill which has some "bounce" to it. This means your body feels more impact.
Movements vary much more outside as the ground is never totally flat and surfaces can be uneven.
You have to propel yourself forward more outside, whereas the treadmill helps propel you forward with the movement of the tread.
Unless you have an accurate GPS, your speed is likely different as it's much less controlled outside than on a "fixed speed" on a treadmill, so you may have been running faster.
My local running store told me to transition slowly outside because of these differences. It's recommend that you take 2-3 weeks off if you have shin splints, and if you have to run, here's some advice from runner's world:
<<<If you have to keep running with shin splints, our Runner's World physio recommends you do so on a treadmill, with the incline set to five – the incline means the forefoot has less distance to travel to the floor, meaning the muscles have less work to do. Run for five minutes, then do some of the stretches below. Repeat this up to five times as long as you have little or no pain. As the pain reduces, increase the duration of the runs then start to remove some of the stretch stops.>>>