European cities have suburbs as well. In fact most people live in them, not in the city center. They are just VERY different from US ones.
Mostly 4-6 story tall buildings clustered around a major transportation hub like a metro or train station (which also hosts shops, restaurants and groceries), with row-homes or single-home detached houses farther away.
I live at the heart of Brussels, 2BR, 1250 eur a month. It’s not the cheapest of the city but it’s also not the most expensive; in fact the most expensive side of the city is one of its suburbs.
And living in the suburbs here doesn’t mean you have to use your car to buy milk, unlike the US. Stuff is still walking distance there.
Cost of life is average. Belgium is actually pretty great for that. It’s just the weather that’s shit.
I have friends who left Brussels city and moved out to avoid the high housing CoL, crime and drunk/homeless/junkies.
I feel like you're overselling it.