Salaries here are substantially higher (I doubt devs make $150k+ in Pittsburgh, in NYC that's very achievable), and that makes a huge difference in accumulating savings. Yes, living expenses are proportionally higher here as well so I'm still only left with a small percentage of my paycheck. But that small percentage means a lot more because it can be spent on global goods like travel or savings.
Spending a couple grand on a vacation is basically a rounding error in a NYC budget, but it'd be a decent chunk of a Pittsburgh salary. Similarly, saving just a bit of my income in NYC for a few years makes it easy to build up a large nest egg for a down payment on a beautiful house somewhere like Pittsburgh.
If I'm way off base, someone please let me know. If it's actually possible to make $150k+ in a cheap area, or with remote work, I'd be interested to hear.