Here is the problem: it's simple physics:
On a treadmill, you complete each cycle of running (ie 1 foot in front of the other). However, upon placing your forward foot on the belt, the belt essentially does the rest of the work. You place your foot in front of you, and the belt carries it back. All you need to do now is place the other foot in front.
However, when running, that front foot does more than just stick around, waiting for the belt to pull it back. Rather, you need to propel your entire body weight forward. This requires effort...and a lot of it. And that's what that front leg is for.
As a result, you end up more tired. This is completely understandable and everyone feels this. How do you fix this? Your first choice: run outside. Your second choice: raise the inclination of the treadmill. Your third choice (don't do this if you have anything even remotely like a knee problem): light weights while running.