I lived in NYC for 10 years (the majority of my 20s).

Yes, people talk about their rent and their apartments (amongst many other things!), but it's because it's one of the things they all have in common— they rent. And because we loved to collectively complain about things.

And not once in the 10 years did I have bed bugs. I think I knew one other person with them (barring I'm sure a few who never shared).

All that being said, there is absolutely a housing shortage AND things in NYC are tougher than anywhere else. But I liken NYC to the doughnut added to the baseball bat when batters warm up— once you take it off (and live anywhere else) everything feels easier.