It's often a choice, but part of it is structural as well. I grew up in a small town—around 2,000 people—but in terms of land area, it wasn't really all that small. I didn't realize how big it was relative to its citizens' needs until I travelled in Europe a bit. A village there is a hub you can walk across in a matter of minutes, surrounded by the larger estates of farm-holdings. By contrast, it took close to an hour to walk from city limit to city limit across my home town, and that's if you moved at a brisk clip.
In a small American town you're also likely not within walking distance of useful businesses. In my suburban hometown, the nearest grocery store or other stores are 2.5 miles away along a state highway with no sidewalks. Newer communities with more housing developments are even worse for walking. It's no surprise that Americans outside of dense urban areas don't consider walking a viable means of transportation.
Economy plays into it as well. When I was a child, there were two full-blown grocery stores (one chain, one independent) in my home-town, plus a food-centric general store. Last time I was there, only the general store remained. Citizens have to drive 30+ miles for many types of groceries.