Being just a small town cowpoke, I’ve always been ignorant and wondered about this… what makes it better? To me, all cities seem the same. They have restaurants, bars and Costco. What’s so much better? 100% genuine question.
As someone who left CU:
If you like outdoor activities, most places are more scenic, and offer more options than CU. I'd rather hike in nice green woods with rolling hills than the cornfields. How close do you want to be to a nice lake, or maybe skiing? I certainly do not miss the freezing winters and hot, humid summers.
Restaurants: Larger cities often have a larger choices in restaurants. So long as you can find the ones you like, having more doesn't matter. CU isn't bad. It isn't the same as a bigger city where you can go to the place that specializes in X.
Entertainment: Want to go see live bands? The theater? The symphony? The ballet? Have every major musical/dancing act stops though? Around here during the summer I can see 3-4 there free outdoor concerts a week within a 7 mile radius. CU is way above average for its size in this regard. It still isn't the same.
Travel: Its nice to be able to take direct flights most places. Visiting CU is a major pain. Going from NYC to/from LA is easier (JFK and LAX are terrible).
People: Larger populations mean there is a larger chance of finding people with similar interests. CU may have a group with your interest. What if you really don't click with someone in that group. In the larger area, you can find another group.
Sports: Want to go see the pro football/basketball/soccer/baseball/... team? (I hear some people are demented this way.)
Imagine being used to all of the above and then moving to CU.
CU does have its advantages: It is CHEAP to live in CU. Krannerts punches well above the city weight. Traffic is rarely an issue. The town is mostly safe. Most importantly, you can watch IL games in person.
There are definite downsizes of living in bigger cities: Cost. Traffic. Travel time. Crowding. Many not so nice neighborhoods. Bureaucracy. If you have time and money, the two biggest issues mostly go away.