There are probably a lot of benefits to spin class, but one major drawback:

They're not fun.

For whatever reason, it's fun to go all out on the road, or go find the steepest climb in your area and charge up it until your legs feel dead. But doing nearly the exact same thing in spin class is just not fun. Sitting stationary, with blaring and often irritating music, and people raining sweat all around you in a hot room with some weirdo up front screaming at you over the music and the fans. It just struck me as dumb the one time someone talked me into doing it during the winter.

After that, it was out on the roads, with some good winter clothes, feeling the freezing air bite into my lungs and enjoying the experience of actually riding a bike.