Anecdotes aren't data, I know, but I've been in NYC for 2 weeks now, have had something to do with people I like more than half the evenings I've been here, and I'm still starting to feel the weight of the city. I'm coming from SF, where I went out far less often, but I somehow didn't feel lonely at all in that town.

I think the big difference here is that it's just so in your face, how much of a bubble everyone keeps around them when dealing with strangers and casual acquaintances, but also how warm people can be when they let someone in. It's harder than I expected to hear people laughing loudly with each other on the subway, or to walk past crowded restaurants in the cold, even when you just came from that situation yourself.