There are a lot of things that you get anywhere that FedEx delivers. Of course, the delivery charges may eat into the rural cost-of-living advantage...
Sometimes it is nice to try on clothing or shoes before you buy them, or not have to wait at least 2 days to receive something you may wind up returning.
How often does one purchase clothing that necessitates living within 10 minutes of a major shopping district? As others have said, it's perfectly reasonable to find satellite cities within an hour's commute of a major city that you can have your cake and eat it too.