Technically a dry, grassy pasture is better for the mare to foal in as it usually is a bit cleaner than a stall would be.
When my grandparents used to let their mares foal in the pasture, they would always lose a few to the foal not getting out of the bag. They never had any dystocias in the 10 years or so before bringing them into stalls. Now, we never lose any foals to them not getting out of the bag as the mares are monitored so closely and we have cameras set up. Bedding is changed twice a day to keep it as clean as possible so we do not have problems with septicemia (we test IgG levels too). We do, however, seem to have at least 1 dystocia a year now. I can usually reposition the foals myself, but some years are rough, like this past spring when a maiden mare had a foal die in utero and it came out with head turned back, front legs back, and back legs forward. We were there though to catch it right away whereas in the pasture that would not have been the case.
My family has never lost a mare in over 30 years of foaling using both methods, but our mares are smaller and more refined now than back in the pasture days so for me, the mares go in a stall at night to foal so i can be there if something happens. During the day they get to run around the yard, but i am out there all day so can watch. Had 4 of our 12 foal outside during the day this year.