I know farmers who think nothing about hunting off their back porch - and why not their gun doesn't have the range to kill a neighbor so they don't have to worry about missing their shot. I know people who shoot guns in the suburbs, but they have done extra work to create a safe range in their house (and generally only safe for the lowest power rounds). The denser your living the less viable having a safe space to shoot is.
There are things that are only possible in a dense city. You need a lot of people to have enough interest to support a symphony orchestra. There are a lot of niche stores that can only make it in a dense city because that is the only way to get enough people interested in that niche to support a store.