Modern city lifestyle doesn't have much physical activity. This could be the reason why we see increased depression and anxiety. This could also be the reason why people in third world countries don't have this level of depression and anxiety in their society. They have much higher level of physical activity and movement throughout the day.
But "walkable cities" can overdo that. I live in big European city, do not have a car, and I work from home, and I have most of the places that I need to go to (grocery store, dry cleaning, dentist's office, pharmacy, restaurants, etc) within half a mile radius, which means I average like 3500 steps per day, having no need to go any further.
17000 steps is what I did on my vacation in Lisbon, when I did A LOT of sightseeing. Can't imagine walking that much in my home city.
People in underdeveloped nations are also unfit. Mexico has chronic obesity among children, among the worst in the entire world. 1/4 of the Brazilian population is obese. Almost all islands in Polynesia, Micronesia and the Caribbean have more than half of their population obese. There's also a lot of anxiety and depression in underdeveloped nations where you have to struggle to get the most basic things like water, electricity and food, deal with crime, gangs, brutal dictators and war. Just because you don't see mass shootings and suicides it doesn't mean people from many of these countries don't deal with extreme levels of stress, anxiety and mental disorders on a daily basis.
That isn't necessarily true. In cities it may be possible to live without a car by walking almost everywhere. This results in a lot of walking and carrying exercise.
