Some people have hobbies that require other people nearby who share those hobbies to work. I like improv and various other kinds of comedy. You can do that in LA, SF, NY, Chicago, and Austin (where I live). You can't do that as well in Omaha, Salt Lake or Dallas. I also like riding bikes. Cycling infrastructure requires living in an area where lots of other people agree that it's a priority. Once again, the cities you suggest don't qualify.
No man is an island. The people you surround yourself with matter.
Biking is a major activity in both Utah and Colorado. Denver or SLC would be great places for a serious cyclist -- they definitely offer more interesting terrain than Austin.
I agree that dependent on the level of immersion necessary, serious improv practitioners may find places that aren't the cities you listed restrictive, but there are well-attended improv troupes in other areas.
No man is an island. The people you surround yourself with matter.