The compromise is an exurb. Some of them are in rural areas but still close to the amenities of big cities (such as Costco).
I'm about 50 miles outside of Boston/Cambridge and have easy access to all the shopping I care about and even driving into the city for theater etc. isn't an undue burden. Between myself and a couple other neighbors we're on about 75 acres and adjacent to conservation land.
But, basically, while Bay Area CA is complicated (because of the geography) you can generally get away from walking to things in a city and there are a lot cheaper options in other cases. Lot of exurbs even around generally expensive cities--and even when lots of companies are out there as well.
Probably shaped by Bay area narratives, a lot of people assume that you're either living in the city or you're living in some remote rural location.