Now that I live a bit more rural, I've found myself much more likely to get to know people. It helps that things aren't always busy or packed, and I can linger a bit more and have more pleasant conversations.
YMMV.
When I lived in smaller town, I didn't know any of my neighbors. People walked from their side door to their cars and would only say hello if they happened to make eye contact. My wife and I prioritized walkabilty and bikability when we chose our house, but even then it was a struggle.
There are exceptions, but now that I'm back in a city I once again know all of my neighbors. I regularly have lunch with another dev who works from home down the street, and we hang out with the family across the street a few times a week. Our neighborhood isn't the "NYC in the 70's" image of an urban area that some people from small towns think of when they think of big cities, it's cute tree lined block with 2k sqft houses.
Dense urban areas - it really depends. YMMV indeed.