Everyone is different, so I say this not to tell you how to feel but just to offer a different perspective:
Walking in urban environments can be its own sort of joy. Cities (well, good ones anyway) are full of life and energy and humanity, have unexpected nooks and crannies, and a rich sense of dynamism and excitement. Even late at night (as long as you're safe), a quiet city can be a source of serenity and melancholic beauty. Writers like Baudelaire and Benjamin described at great lengths the pleasures of flânerie.
Nature is wonderful too, of course! I love a good hike through the forests and mountains...but I also love a good stroll downtown.