Speaking as someone that made this transition....

I think liberals in general tend to be more optimistic and open to change and doing things new ways. Small towns tend to harbor pessimism, yearning for days gone, and a more strict adherence to "if it ain't broke, don't fix it." I remember countless times I was frustrated with folks doing things one way, "because it's always been done that way." An example from my childhood is the lunch room at the school, there were two doors but students were only allowed to use one, which always became a choke point. When I asked why they don't just change that policy, they said "because that's how we've always done it [and it works well enough]."

As for why this mentality prevails, I think it's because there are few stabilizing forces in a small town, often just a handful of business control the economy; I think that naturally ties people to being fearful of change that might harm the stability of said businesses, and many small towns have been burned. If you lose your job in the city, there's a pretty good chance you can just get another one with reasonably comparable pay. If you lose your job in a small town, you might have to get a whole new town and leave long time friends (or enter a period of emotionally draining economic hardship -- my family chose the later in the 09 financial crisis, neither option is great).

Cities also tend to offer more choices, amenities, better health care, better emergency services (read faster, much much faster), lower utility bills, and in the right neighborhood (with a bit of work) an equally (if not more) cozy relationship with neighbors... the mindset is why you leave, these things are why you stay.

Cities have a bad wrap with some because of... a variety of forces in the last decade, but IMO that's reversing and "living in the inner city" isn't a bad thing anymore; the blip in human history where cities became unpopular and undesirable is reversing.

Anyways, that's my two cents.