This was my experience as well (actually, even more extreme). Here's a room with a whiteboard or a laptop+TV. All 10 people I interviewed in that room chose the whiteboard.

One of them mentioned feeling less pressure to have perfect syntax and everything at a whiteboard than in an editor. In retrospect, wish I'd asked more of them about their preference, although at the same time, it wasn't something I judged them on so I wouldn't want them to think I was nitpicking their choice.

I'd probably choose a whiteboard too, honestly, for spatial reasons (able to write up separate things off to the side, easily annotate stuff in a different color to step through the code, etc).