Sense of place, cultural identity, connection to the community, specifially. Many reasons are listed here:
http://www.knightfoundation.org/press-room/press-...

"“The study provides empirical evidence that the drivers that create emotional bonds between people and their community are consistent in virtually every city and can be reduced to just a few categories,” according to the report. “Interestingly, the usual suspects – jobs, the economy and safety – are not among the top drivers. Rather, people consistently give higher ratings for elements that relate directly to their daily quality of life: an area’s physical beauty, opportunities for socializing and a community’s openness to all people.”

Paula Lynn Ellis, vice president of strategic initiatives for the Knight Foundation, said the hope is that communities can use the reports to help residents feel more connected, because the more attached they are, the more likely they are to invest in making their cities better."

...

"Some of the survey’s lowest marks come from its reputation as a welcoming city. Not surprisingly, it does best on the perception that “it is a good place for families with children.” But residents don’t believe the city is a good place for older people, immigrants, racial and ethnic minorities, young adults without children and gay men and lesbians. They believe it’s even a less welcoming place for “young, talented college graduates.”