If you want to, you can add a treadmill sport type or activity type (as sub type of running). That's up to you.
From my pov: Running on a treadmill still counts as running and you want to include that in your running statistics. And you can do the same activity types (easy run, intervals, ...) on the treadmill, so you don't want to have an activity type just called 'Treadmill'. Simply excluding those runs from VO2max shape is the right way - or fixing your treadmill calibration. My treadmill runs match my outdoor runs quite well.