If I need large ticket items from Costco, I have them delivered through Instacart or Amazon Fresh and that will last me a month or more because I buy in bulk.
I also split the Instacart delivery cost with my roommates often so it ends up being nothing.
And even if I did Uber to Whole Foods and back - I would split the cost with at least one of my roommates who probably also need groceries. Even if I go by myself, I would much rather do this than own a car and pay for insurance, repairs, maintenance, gas and the general headache of owning a large depreciating object. Seriously, Uber to Whole Foods or Costco is like $5.
Most people I know under 40 in the UK use supermarket delivery. Ordering once a week takes about 20 mins, delivered more or less when you want to the nearest hour.
The US is the one that's behind and if I were to take a guess, it's the suburban sprawl that makes last-mile delivery prohibitive in many parts of the mid-west, etc.
But you wouldn't go to live in Japan and expect a 2 story house with a backyard, and space to keep 3 Ford F-150s in a garage would you? In the same way, the entire lifestyle of living in SF/NYC is completely different than living elsewhere. Why use the same metrics to compare the very different lifestyles without taking into account that they are in fact different and can't so easily be compared?
You must be willing to make adjustments to your lifestyle. If you are not willing to do this and you only compare different places against what's familiar - then just stay where you're comfortable - you'll never be happy anywhere else.
I'm lucky enough to have lived in many many different types of environments throughout my life and I see the value in all of them.
By the way, for what it's worth I love my current roommates - I much prefer living with them to living alone.