To correct some misinformation:
Medium-intensity exercise (e.g., jogging) for weight loss has been debunked. Long-duration, low-intensity exercise (e.g., walking) or high-intensity exercise (e.g., interval sprints) will both lead to weight loss. Most people don't have time for the former (unless it's part of their lives, i.e. they walk a lot in a city), so if your goal is weight loss, skip the jogging and look at HIIT.
Personally, I live a 3 min walk from a grocery store and it's great. I stop by on my 8 min walk back from the train station (after a 17 min ride to work) a couple times a week. Many things I buy wouldn't last 2 weeks (though for things that do, I still take the occasional trip to Costco). If I lived in an area not designed for walking (like 95% of America), I'm sure I'd feel similarly to you, but I much prefer living here in Seattle (and walking) than I did living in a car-oriented city.