Exercise through everyday walking likely plays a key role. Rural Americans drive everywhere and their most significant walking typically will take place only within stores while shopping.
My guess is that it's a combination of rural areas being poorer (less access to healthy food and extra curricular activities) and the lack of societal pressure to be healthy that comes from living in a more isolated environment.
This depends on how walkable your cities are, of course.
Who eat more healthy? More intelligent (since they grok how important it is long term, despite less initial appeal compared to more stronger basic fat&salty&sugary taste), more wealthy (so they can afford it compared to processed junkfood prices pushed to absolute minimum).
Who cooks for themselves from raw ingredients (which ends up being healthier food in general due to many factors)? Again same as above, you need to either have it hardcore baked in your culture like say Italians or French have, or just realize facts, and have some money to afford the extra time (and not juggle 2-3 shitty jobs trying to stay afloat and hovering just above burnout).