NYC or SF for early career?

I’m a college senior on the West Coast. I’ve become disillusioned with the industry I interned in and would live to move out of the San Francisco Bay Area. However, it is much harder to get a job in New York considering my university and technical background. The best job opportunities (for me) seem to be concentrated in SF right now, but I genuinely cannot stand the idea of living in this city and wasting my 20s here. I don’t know what it is - the casualness, the transient transactionality, the grime and vagrancy, the homogeneous demographic, the startup loudness, the impersonal detachment and megalomania worship, the obsession with being technical - it wears on me daily and makes me deeply unhappy. I go outside and feel sad. I look outside and feel sad. I talk to people here and feel sad. Do not at all connect with the vibe of the bay. On the other hand, my mind tells staying is the wise decision. The salaries are higher, it’s the heart of the AI boom, my current network is concentrated here, etc. (though I’m concerned about being professionally being too tech-specialized). I feel I would have a difficult time landing anything in New York right now (would have to take a less known company probably) and may or may not have to get a masters to rerecruit, which seems financially irresponsible considering the job market. I’m also trying to change careers and now feels like a sensitive time to move and restart.

For some context, I have an engineering background and want to do literally anything but engineering. PE has been my long term dream career for a long time. The way I’m considering accomplishing the transition is by working in growth equity->PE. I don’t know if this is even possible on the East Coast.

With regard to an MBA, yes I’ve considered it, but financially it makes me hesitate compared to working at a tech company as a new grad, considering the degree wouldn’t be sponsored.

NYC

Pros:

• I can see myself building a life. 
• Also a major city for later-career opportunities.
• A better, more diverse network. More cross-industry pollination and ability to explore side interests professionally.
• Less expensive

Cons:

• Competing against a larger competitive pool and regional disadvantage -> worse opportunity selection.
• Lower pay if not in tech. 
• Worried going to an unknown company after college will permanently damage resume without another degree.

SF 

Pros/Cons

• Many alums from my university here. Regional bias is an advantage. Myriad opportunities for networking and jobs, although mostly in startups/founding/YC/VC. The big tech jobs are disappearing.
• The network density makes an indirect transition to PE and growth equity feel more possible.
• Very high pay and equity relative to NYC. Would probably be able to compound more cash early and become comfortable, without ever being happy. I’d become increasingly professionally tied to the tech ecosystem. 
• I find the “success” examples unaspirational, difficult to relate to, am not at the stage in the my life where I seriously want to pursue entrepreneurship with zero career capital or failure cushion to stand on, and don’t know if the money difference would be worth the happiness sacrifice. At the same time, I fear I’ll miss out on one of the biggest wealth creation events of this century. 
• I cannot socially or personally connect with the majority of people here, and feel constantly worn down by the dreariness. 

Does the city you live in matter that much early career? Am I overestimating the professional cost of leaving? Is it stupid to target NYC and treat employer reputation as a second priority at this stage in my life? Please release me from this AI pilled libertarian mewing hell