I live in Thailand (but not in a big city). Out here it's because if you find yourself without a home, you can go build one out of bamboo. If you have some friends to help you, it can be done in a week.
Repealing zoning and building restrictions would go a long way to making the West the same. Land titles enforcement would still put up impediments to construction of makeshift housing, but making it so anyone with land can build a structure without needing a building permit or being limited by zoning would make the creation of housing supply significantly easier. Land is not all that expensive, after all.