Not all conventional dairy cows in the US are kept in concrete pens with no access to the outside. I come from dairy country, and I have never seen the practice of keeping cows in sheds with no access to the outside world. Organic standards for welfare and other standards really depend on the standards of the organisation certifying them. Sometimes this leads to better environmental, animal, and human rights practices, but sometimes not.
Grass-fed cows give better ratios for
omega 3 fatty acids which most people in the western world lack due to their excessive consumption of omega 6 FA due to their reliance on grains and seed oils in their own cooking or processed foods.
I use organic milk, but I don't always get organic cheese or cream. I actually don't think the cream tastes as good, at least Sainsbury's organic always seems a bit off.
It really depends on what item I am buying in general if I bother with organic. Apples yes, something like onions, not so much.