Recently moved to an area that has some very small local shopping centers every .4 mile or so and it's been amazing. I can walk to a local bodega, a hardware store, some coffee shops, restaurants and a local pharmacy within 15-20 minutes. Not sure how I ever lived without the options.
Yeah I love that about living in a European City. I don't even own a car and haven't driven one for 8 years now. I hope I'll never need one again. There's stores, restaurants, a laundromat all within 2 minutes walk. The subway is 5-10 minutes (3 different lines with different walking times)
Additionally I spend so much less on transport and no longer waste time driving. When I'm riding public transport I can read stuff. I don't see any negatives.
Most northeast American cities are older and denser - Boston, NYC, Philadelphia, Baltimore (at least parts of it), Washington DC (at least parts of it) ... smaller cities on that region too.
Almost any "rural but not two bars and a gas station" town in the USA will match that to some variation. Everything is walkable if the entire town fits in a 2 mile circle (which can be a pretty big town).
I was living in Bath, ME wherein I could walk to multiple bars and restaurants, a farmer's market, gym, two different grocery stores, as well as the town riverwalk. I currently live back in New Hampshire, and, while it's certainly rural, its more than just a "two bars and a gas station" town but its also a 20 minute drive to the closest grocery store, 15 minutes to the nearest gas station, 30 minutes to a hospital, etc.