It's not an issue of building out, or even necessarily of building up, but just allowing and/or encouraging more building and allowing some building to replace existing low-density housing.
I've lived an hour North of SF my entire life. I've seen how housing policies affects SF as well as where I live (which is also very expensive, but not quite to the same level). People don't like to allow too much change into a neighborhood because it changes the nature of the community. News flash, so does allowing housing prices to double or triple over a couple decades. The only difference is that the existing land owners get to capitalize on that, so it's not just about change, it's also about people controlling the flow of benefits of an area to maximize their own benefits.
But on a brighter note, trust me, there’s a lot of great places in the US! Many people from around the world immigrate to America to make it and I think those who are lucky enough to be able to stay in America due to citizenships (just cause you happened to be born on American soil) or via the Visa lottery should be grateful for the opportunities that they have.