I mean, to be fair you are talking about cities over 10 times the typical Canadian city size. Sure, Toronto has really dropped the ball. But you aren't going to have 10 subway lines in a city of a million, no matter how dense it is.
Personally, I'm way happier in a place with fewer people and less density than a city swamped with masses of humanity. Different strokes, sure. But there are plenty of benefits. Which is why a place like Calgary continually ranks so high on desirability and quality of living scales.
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