I'm not at all surprised to read this. I live in central London and whenever I've stayed in rural areas, I've found it very expensive. I don't even run a car in London - public transport is plentiful and cheap (bus fares are 50p for me to get anywhere as I'm on benefits, and free for all children).
I think it's much easier to shop around as I can travel to various parts of London easily to shop in different retailers, not just limit myself to one supermarket. And there are lots of free and subsidised activities, often at world-class museums and galleries as well as local places.
There are also lots of funded activities organised by govt agencies for deprived areas, which seems to be offered more than in rural areas. We get a free seaside trip every year and free sports training and various one-off activities run by our local New Deal and low cost leisure centres.
I find that it's easier to book cheap holidays as it's quick and easy to get to loads of airports as well (or even Eurostar).
It's probably the cost of housing which pushes up the price of living in town, but that doesn't affect me as I get a cheap council rent.
I definitely prefer living in an urban area. There's a good sense of community in my immediate area but you get a lot of privacy as well, people don't know your business here. And I find it easy to get to the countryside if I want a change, there are so many train stations and also nice places like parks and Hampstead Heath in London itself.