You miss the point. People who want to walk and live that lifestyle live in New York. People that walking is painful for generally leave.

It’s like saying wearing bikinis on beaches seems to cause weight loss.

It's some of the effect, but absolutely not all. You said it's pure selection bias, no more, no less... That was your point.

I'm the same person, but the last place I lived I averaged 7k steps and now I average 4k steps. That clearly affects my level of health and weight.