hit the nail on the head right there.
Also you have more people and diversity. If you hate your neighbor there's plenty of others. In a smaller society, if you don't get along with ~3-5 people your fucked.
All I'm saying is that most people that act like rural areas have "nothing to do" probably don't do all that much regularly anyways - and there are simply different things to do. We live 5 minutes from a state park with great hiking and have two public beaches within 5 minutes as well.
To answer your first question: a lot. There's people that are very different from you, that really don't do well without these interactions. They expect to go out 1-3 times a week or at least monthly. Small area community events can be awkward if you aren't from town, don't know everyone, who all grew up together.
Yeah, you're buddy might come over now and then for target practice. However this is very different from social events city dwellers rely on.
Don't get me wrong - if I were still single I'd probably move to a city, if only for the dating prospects. Once you have a family though and limited free time the pros and cons change a bit.
Cities are fun, but people fail to realize that rural places are also pretty great. You just need to make your own fun, but you actually have the room (and money) to do so. I can go out in my yard and do archery, target shooting, etc. I live surrounded by woods and can go for a walk or just sit in there whenever I want...mosquitoes permitting. My house has room for any new hobby I want.
I will say that suburbs are probably the worst of both worlds, but I suppose you're closer to those concerts and better restaurants if you want.