Although many of us are desensitized to the big city life, a feeling of uneasiness or discomfort is common to many people while inside a relatively full bus, subway, or shopping center. We have all felt this to one extent or another, and we are all aware that people are more rude in larger cities. The fact is this is at least 2/3rds biology and the remainder being culture, since essentially all mammals become stressed when living in high density.
There is nothing wrong with you if you find life in the crowded city more stressful than outside of it. It is so normal that a meta-analysis of crime rates relative to population published in the Journal of Criminal Justice found a significant positive correlation between higher population and higher crime rates per capita. There are thus not just more crimes in the city as an absolute number, there are also significantly more crimes committed per 1000 people.
This is largely mediated by stress hormones, and likely explains why large gatherings of people very frequently involved humans dulling their brain function through drugs (like alcohol). It explains why groups fall apart relatively quickly after they have fulfilled their goals, and why continuity within institutions is inherently bound to them having a mission.
In addition to contributing to general discomfort, stress, and increased crime, high population density is also connected in some mammals with developmental disorders and immuno-suppression. Although we all need social contact, and our moments of greatest happiness are those spent enjoying life with people who matter to us, living faceless among too many people makes life more stressful, and makes the individual to feel like an unconnected ant.
Connecting with other people makes us feel more satisfied than almost anything else. Being stressed, yet alone, among 100s of strangers makes us feel uncomfortable. The answer is not any type of pill, but instead to realize it is just part of being human and either to not worry about it, or to move somewhere smaller with a lower population density.
It doesn’t make sense to waste time feeling self-conscious about being human. Differences in our experience and perception are largely questions of intensity and frequency, and not of absolute differences. Although 2/3rds of this issue is just being human, 1/3rd of it is likely due to the values propagated by industrial civilization (which also creates the only big cities on the planet). It seems unlikely that humans will counter-act this inborn uneasiness within a society which values exponential and infinite growth along with an objectification and sale of every extractable piece of nature and every exploitable human being.