From personal experience, most large French cities (Toulouse, Lyon...) have higher QoL than Paris, for much lower prices. Would not be surprised if this is also true for London/rest of UK, perhaps other countries as well.

Had a friend say the same was similar for Amsterdam vs other cities (eg Eindhoven) in the Netherlands

Even in the US, it's probably easier to have a nice life on a reasonable budget in someplace like Denver or St Louis than in NYC or Washington DC. Capitals tend to expensive, crowded and loud.