I think streets are the cheap part anywhere. I would imagine buildings are more expensive to construct with the limited access. If for some reason you were tasked with building a 40' skyscraper in the middle of a farm field, it would be massively less expensive than putting it up in the middle of Manhattan. The logistics complicate everything.

My brother is currently managing the construction of a 60 story tower in NYC, and they have a staging area that is able to fit the base of the crane and a single truck at a time. You often see them unloading pallets of supplies into freight elevators by hand. It's unbelievably complicated to do the simplest maneuvers due to the limited space.