Its cities that are expensive

Cities have public transport which are much less expensive per capita than maintaining individually owned automobiles and the associated asphalt road networks. Additionally, electrical, water, and communication infrastructure are orders of magnitude less costly with higher density housing simply due to lower distances between service points; this is why federal grants are often required to pay for infrastructure like rural broadband: suburbs and rural towns are not cost effective to develop to the same degree as cities.

Ultimately, I imagine most people who say cities are expensive say so because they their personal comfort zone is measured in acres, not square feet.

Living in a city requires daily communication and coöperation with your neighbors; you can't burn your trash, roll coal, park your half dozen clunkers nearby, litter your surroundings with pet droppings, or blast your music out your windows without risking getting lawsuits filed and your checking account emptied in retribution.