I grew up in Milwaukee and spent much time in Chicago. While it has all the things you speak of, it doesn’t have many things San Diego has. It all depends on what you are looking for.
To me a lot of Chicago is just urban sprawl, everything is old, and concrete. Trees have a small hole they are planted in the sidewalk. Buildings are crammed together and winters are long and grey. All cars seem to have some sort of dent in them from bad traffic and the basic clusterf*ck that is Chicago.
San Diego can be the same, but I have never read a full section of the newspaper while stuck in traffic in San Diego. I have never had to wait the long toll lines or drive my salt laden car with bad wipers hardly able to see in San Diego.
I keep my windows open almost year round, I come home and ride my bike with a surf board on it to see what small waves I can play in. I walk on the beach with my wife on Sundays and we share a coffee and enjoy the sun. We drive up to a winery and sip wine and enjoy the scenery. No hustle, no bustle, just enjoying life.
You guys talk about extra things to do, and cultural interaction that you are missing. I’m talking about daily life. Being able to feel a cool breeze off of the ocean on a warm day, and taking a dip. Try that in lake michigan, if you can even take a dip, because the water is unsafe a lot of times or just too cold. That cool breeze? Yeah, usually smells like crap coming off the lake.