There's a legitimate reason what one might hold that impression, although I'm not sure to what degree it is at play. A home grown chook that gets a lot of its diet from foraging insects and eating various scraps probably will have a more flavorful, eggier egg and due to the carotenes in the diet the yolk will be redder.

Of course, you can get the same orange yolk from adding caroteens to the feed of an industrially grown layer's feed with none of the associated other differences