I have no interest in any of those things. And, in fact, negative interest in some of them.
I can walk to dozens of unique and interesting restaurants, share a bottle of wine and not worry about driving home. I can attend plays, concerts, and comedy shows whenever I'd like (again, all without driving). My friends can stop by and say hi without it being out of their way or even a big deal.
Where you live is a matter of trade offs. Different people have different value systems along these things. That shouldn't really be a surprising thing.
Edit: also age maybe. Needs change during life. I know enough people who 'would never leave the city' for all the reason you cite and now claim they will never go back.
Just add a handgun and an extra hole in the head and you'd have something that would appeal to those tens of millions of people who love living in cities.
Some folks like being around others, and having more immediate things to do. This in turn attracts others.
If anything, some prefer the stress of city life for the very real benefits of being in the thick of things.
And the real benefits; what are those? Because I think some are perceived benefits. If you like that kind of thing, then sure, but that depends on what you mean? Instant grafication of everything always available and brought to your door I personally(and I say that carefully) perceive that as a weakness of self control. And really, each her own; I have this weird thing that I either like tiny villages (<100) or huge cities (>15m) but to live in I found tiny works better for me.
I meet a lot of people who want to leave the city but think they cannot, hence the question. If you like it, you like it, not trying to convince.