If you live in LA or San Diego, you can live close to the beach and go there all the time. Most people there don't, but if that's important to you, you can achieve it.
If you live in Vancouver, BC or Seattle, you can ski in the winter and hike in mountains outside of cell phone reception in the summer AFTER WORK, never mind every weekend.
I assume most american cities have gun clubs. If the attraction to shooting a gun can be satiated with target practice, that can be a decent compromise. (Of course if the attraction is feeling like a frontiersman by shooting straight off your porch, that's a different thing. I can understand it even if I don't share it)
This is not possible with every city and every hobby, but that ends up kind of becoming the point. The cities that have this overlap become even more in-demand. It's why housing is so expensive in places like YVR and SFO.
I know farmers who think nothing about hunting off their back porch - and why not their gun doesn't have the range to kill a neighbor so they don't have to worry about missing their shot. I know people who shoot guns in the suburbs, but they have done extra work to create a safe range in their house (and generally only safe for the lowest power rounds). The denser your living the less viable having a safe space to shoot is.
There are things that are only possible in a dense city. You need a lot of people to have enough interest to support a symphony orchestra. There are a lot of niche stores that can only make it in a dense city because that is the only way to get enough people interested in that niche to support a store.