the one thing that strikes me as different, having lived in manhattan / queens / brooklyn for 25 years, is that by a highway there is high speed traffic, which is extremely loud and sudden, and a lot of it is heavy commercial traffic, heavier than what is feasible within an urban environment. the next time you're at a rest stop off of I95 just stand outside and listen to the noise of huge trucks blowing by at 80mph. I think those sudden blasts of sound and vibration are well above and beyond the stress when you're in a dense urban environment. City traffic, especially if you're on a side street as is more common for residential, you're looking at 10-20mph traffic for the most part and without 18-wheelers going by most of the time.
There is also the issue of subway noise, which is more like a constant stream of periodic vibrations. that is probably not good for one's nerves either but it is fairly subtle.
The most stressful thing about urban living for me was the constant light, ugly sodium colored light at all times, flashing lights, emergency lights, etc. I now live in a rural area and I will bundle up and sit outside on my deck at 1 am in 20 degree weather just to enjoy the darkness. There was never total or near total darkness in the city at any time, not even indoors unless you have blackout shades which we did not.
the worst of all worlds are those folks living in those apartments that overlook the BQE and stuff like that. They look like expensive places and I think whoever is choosing to live there is completely crazy, they get the most particulate matter (except that their windows are probably sealed shut, which is bad in itself), the most noise, the most light, etc.