As someone that has lots of friends and family in both the twin cities and Madison as well as rural SE Minnesota and western Wisconsin I can assure you there is a big difference. There is even a difference in rural northern and NE Minnesota vs southern. Access to and the desire to do year round active hobbies plays a big role.
When I lived in Chicago I would drive up to Wisconsin for some outdoor activities like running trail races or the little ski slopes they have. There's a whole lot more to do outdoors than Illinois for sure.
I didn't even think of myself as an "outdoors" person when I lived in Iowa and Chicago. I thought I just liked playing sports like soccer/basketball and distance running in the city but not really enjoying the "outdoors". Then I moved to the west and I got passionate about four different outdoor activities almost immediately. I'm a total addict now. Probably will go backpacking in mountains over thanksgiving.
It's all relative. The same person might be an outdoor adventurer somewhere and not inclined to be outdoors at all somewhere else.
One thing I wonder about in these is how much it affects health for people who have desk jobs vs jobs on their feet. Some of those jobs on your feet might be bad for health, but a lot of them are probably healthier in the long run than sitting for 40+ hours a week. Some urban people who take trains and buses end up walking a ton between stops every day compared to suburban/rural commuters too.