Is Tokyo a dystopian nightmare? The density offers a high quality of living while controlling expenses for all but housing (which is understandably expensive). The mass transit there is world class, and so you don't need to own a car with all of its attendant costs. You can buy cheap groceries to cook at home. The standard of living and options for things to do is better than living in the country once you account for the higher average salaries in Tokyo.

I live in Manhattan and it's the same here. Rent is expensive (but not horribly so if you have roommates or an SO). Everything else is reasonable.