Speaking as someone who grew up in an extremely rural and small town environment, and now happily lives in a suburb city, with all the attendant perks and hassles:
When you move to rural or small town areas, then you'd better conform to whatever culture that town has. Have weird hobbies? Different political ideas, beliefs, manner of dress, or anything else (including ethnicity) from the majority of your neighbors? You can expect to be politely shunned at best, and outright ostracized/mocked/turned into the town joke at worst. The alcoholism is there, the petty vandalism and other crimes are there, the teenage delinquency (and pregnancies) sure as heck is there (because what the heck else are they going to do except get drunk and fool around?)
And yes, before anyone states the obvious--yes, there are towns that are more diverse or accepting, there are kids that don't get into trouble, hashtag #notalltowns, etc. etc. But I've seen far more of the other kind in my lived experience.
Big cities? Big cities don't care. And I mean that in a positive way. Big cities are huge and diverse and if I don't like the people who live around me, that's fine, I don't have to interact with them, I can find friends elsewhere. I can find events and groups who embrace my weird hobbies, where I can talk philosophy and politics and astronomy and whatever else. I can literally make my own community, and encourage the things that I value, such as diversity, environmentalism, social justice, etcetera.
Yes, big cities=more people=more crime. But speaking as someone who has lived both in and next to a city for the last two decades, one that conservatives love to label as a 'liberal cesspool' and gleefully predict its imminent collapse--you couldn't pay me enough to leave this 'liberal cesspool' for the conservative, narrow-minded, gossipy small towns like the ones I grew up with.