I wonder what effect the proliferation of rural dollar stores has had. More junk food and fewer health care facilities is probably not a good combo... And has smoking become more common?
Exercise through everyday walking likely plays a key role. Rural Americans drive everywhere and their most significant walking typically will take place only within stores while shopping.
Having lived in rural areas, suburban areas, and urban areas, I don't see there being much difference in walking between rural and suburban.
My guess is that it's a combination of rural areas being poorer (less access to healthy food and extra curricular activities) and the lack of societal pressure to be healthy that comes from living in a more isolated environment.
I suspect if you closely examined activity levels by distance from city center, you'd see something like a log curve with moderate activity for city dwellers, decreasing as you get farther from the core, to the point where suburban/exurban/rural dwellers have very similar activity levels.
I saw a huge difference when I moved from a tiny rural town to a city. I grew up comparatively close to a decent-sized town, in that it was a 20 minute bicycle ride or more than one hour walk to the nearest supermarket, but in the city I found that there was usually a supermarket within a 15 minute walk. In the country my parents had to drive to everything except the pub and playground, and deliberate effort was required to get more exercise.
This depends on how walkable your cities are, of course.
You can exercise all you want (not saying its not good for health, in contrary!), if you eat consistently crap unhealthy food and too much of it it doesn't matter long term (both consistent problems in US population as viewed from literally anywhere else in the world, for past few decades).
Who eat more healthy? More intelligent (since they grok how important it is long term, despite less initial appeal compared to more stronger basic fat&salty&sugary taste), more wealthy (so they can afford it compared to processed junkfood prices pushed to absolute minimum).
Who cooks for themselves from raw ingredients (which ends up being healthier food in general due to many factors)? Again same as above, you need to either have it hardcore baked in your culture like say Italians or French have, or just realize facts, and have some money to afford the extra time (and not juggle 2-3 shitty jobs trying to stay afloat and hovering just above burnout).
Even in major cities in the US, the vast majority of people still drive most places. Sure, downtown office workers can usually walk to get lunch, but that's about the extent of it. Also, exercise is much harder in urban areas, cities have crowded gyms making it harder to work out at peak times, crowded roads making it harder to bike, and constant crosswalks making it hard to get in a consistently-paced run. Rural/suburban people just run on their land/around their neighborhood.
I think one would have to adjust for occupations. I would assume certain types of jobs are more prevalent in one are or the other. For example, you're not likely to find many office workers in a location without large office buildings.
