For some reason on my trainer (Kurt Road Machine, stock) it seems harder to maintain speeds that I normally easily maintain on the road. Setting aside issues of possible downhill grades and tailwinds (neither of which I believe actually exist), is there some reason for this?

Do you find that your speed is lower on your trainer that is would be on the road with the same level of exertion?

(Of course, I am also willing to accept that my engine functions better outside, or that the nut on top of the saddle is the thing that needs adjusting.)