It's more cultural than walkability.
I've lived about 20 years in NYC but now spend months at a time outside the city as well.
In the US, in VHCOL places like NYC filled with upper middle class striver / PMC types.. everything is so fleeting & ephemeral you just don't have "regulars". You just feel anonymous. Everything is moving/changing all the time, expectations and trust are low. There is a lot of classism.
I lived in buildings 8 years & had neighbors on my floor who re-introduced themselves to me many times, somehow forgetting we've met. I knew their dogs names.
The shops I go 2x/week have 50-150% annual staff turnover and even the staff that somehow last 5 years barely acknowledge recognizing me. The staff who work in my building disappear without a trace one day. My condo board president introduced herself to me for the third time recently. We stopped having package pickup for a couple years because allegedly our staff & mail woman didn't get along.
Meanwhile in the small town I spend more time, I drive, but I am a regular at some restaurants that I go maybe monthly or less. Regular to the point of waiters sending us free drinks, or knowing the same waiter from 3 different restaurants he's worked over the years, being on a first name basis. I knew my last mailman by name and sent him a retirement card. I bump into the postal clerk at my vet. The guy who cleaned my chimney gave me a great greenhouse recommendation recently.