While this sentiment is true, for like 30% of the country, it's not because it's warranted. Rather due to evil people lying in order to gain power and/or money.
Ask 70% of the country and fear mongering about Chicago doesn't work as some dog whistle. People love Chicago. I love Chicago!
And of course Montana is different than Chicago. Nearly 10x more people live in Chicagoland than all of Montana. Neither lifestyle is inherently better, but they're drastically different for obvious reasons.