It really depends on the city. A lot of the "urban/rural" statistics are somewhat clouded by the fact that most American cities aren't really walkable outside of a central business district that nobody really lives in, and that its residents probably have to drive out of to get to such basic places as a grocery store.

The correlation looks a lot firmer when you look at overweight rates compared to population density or walkability instead of trying to just coarsely bucket it into "urban/suburban/rural".