I'm not sure that's true. I occasionally look around and can't really find anything all that cheap that fits my preferences, but maybe I'm too picky.

* Politically blue or at least purple

* Reasonably dense/transitable by something other than a car (public transit and/or bike)

* Wide variety of restaurants/groceries (mostly in terms of ethnicities/cultures), especially Asian food

* Low(-ish) crime rate

The third one is maybe the hardest, because it basically requires a substantial population, though number 2 is pretty hard in the US as well.