There are plenty of things to do in small towns at night (up until about midnight, but anything a person might be doing after midnight usually isn't very good anyway) but there's not a lot of variety. There's going to be bingo somewhere, there's a high school ball game of some sort, never mind a friend having a bonfire, BBQ, or other small gathering. If you don't like Bingo or high school sports there might not be much else to choose from on a given night though.
Small communities find ways to do things as communities. There aren't a lot of random bars or clubs you can go to and see people you've never met who give as little of a damn about you as you do about them, but you'll spend time with to fill in the hole in your life that's formed due to a lack of sense of community. Cities need to have all of those different things to distract the bugmen who live in them from recognizing how empty and meaningless their own lives are.