The majority of the difference is in the yolk. You will get more fat soluble vitamins in the free range yolk specifically along with the fat that makes it bioavailable (actually less fat in free range yolk), plus you get a ton of choline. The choline and phosphatidlycholine (spelling) are really cool. Choline helps with betaine metabolite formation - lowers homocysteine, heart disease main player. The phospatidylcholine is really good for your liver, which if you read my article you know I am big on. They actually use it europe to treat liver disease.
I could go on and on, but my opinion is that the money is worth it. I do understand that sometimes you have a tight budget, I have been there, I grew up in poverty, but if you arent lazy find a farm on this site
Eat Wild and you will find a farmer that sells them for a good deal in bulk. Spending 3$ a dozen instead of 2$ isnt exactly going to break the bank.
As far as the ethics go, I am one of the bleeding hearts. Just because we are at the top of the food chain doesnt mean we should just treat animals like crap, but hey that's just my opinion too.
In terms of diet, I think you would be better off to eat say 3 whole eggs instead if 6 + 1, I would remove a few calories elsewhere instead of throwing away the yolk, or buying low quality eggs for the white. The yolk is extremely good to have in a diet, all the way up to a contest in fact.
JM