I have family that live in Vegas and after getting used to it, they like it a lot. Tax savings are huge since they are insanely high dual income.
That said, if you are single, no kids/spouse like you say, it isn’t a bad idea since you work most of the week anyways and weekdays are shot to begin with. Weekends, it’s probably even cheaper to drive/fly/crash at a friend’s house or hotel if there is anything going on that weekend/party.
Most of the time, folks are so busy anyways to really see their friends as they get older w/ kids unless they also have kids themselves to do the whole kid party thing.
Depending on your hobbies, you’d probably be just as happy socking money away for a few years and move back later.
Downside maybe harder to keep in touch after you move so your friends won’t be as close anymore if you move away.