I did the opposite. I went from owning a house a few hundred feet from a river in an area with one bar of cell service to working remotely and living downtown in San Diego. The only things that living in the boonies had going for it were the fresh air and friendly neighbors - my current situation is better in literally every other metric. I have gigabit fiber and the ability to get basically anything delivered. I'm within walking distance of concerts, ball games, and restaurants. I can go to social events and bars without having to deal with townie drama from burnouts that my Dad fired for being drunk on the job a decade ago. I don't have to do yardwork and spend thousands of dollars keeping up a house just to appease potential buyers that watch too much HGTV. I don't have to dodge drunk drivers going down the wrong side of the road at noon on a Saturday (as often, at least). I can walk to the airport to catch a flight instead of driving two hours in traffic and paying for parking.
In short, I have access to a much greater percentage of things that I enjoy on a consistent basis and net fewer chronic sources of unhappiness. It's fantastic.
People from where I used to live trip over themselves to mention the cost of living increase which is definitely a thing (as far as housing is concerned) but as with many things in this life you definitely get what you pay for. Your mileage may vary; if you're single and have hobbies then the whole city vs. country debate is a no-brainer. If you have a family then the preference would probably shift to more rural living for reasons obvious.