I prefer the country, it was where I was born and raised, but live on the outskirts (suburbs) of a city, albeit a small city. I don't like the traffic if cities, the fast-paced nature of them and the people...although the city I live in only has around 1.2m in the greater metropolitan area so it's not as bad as Sydney, Melbourne and Brisbane with close to 8m in each.
For now it's ok, although I'm thinking of moving in the not too distant future.
I am considering the option of leaving Madrid at some point, although this is not a good time. I have some friends who have already bought a house in the countryside, a few kilometers from Madrid, and they are not doing badly. And I share everything you say about the big cities.
I think being away from the city is a better way to go although it may bring some complications, a lack of services like hospitals and all...but if one can work around that them life in the countryside is a better life.
I was back in my home town today, for work, and it just felt so nice to be in the countryside, fewer people and all. I felt more comfortable.
I'm glad the move back "home" makes you feel good. I value the inconveniences you talk about when I value leaving Madrid. It's not clear to me, but I was born in a village in the Swiss Alps, and having contact with snow and mountains makes me feel special. Near Madrid there are also mountains (and snow in winter). This is an option that I am considering to move to the mountains in a few years.
I guess I'll see you tomorrow, a hug.