The reason such seemingly trivial mental tasks leave us depleted is that they exploit one of the crucial weak spots of the brain. A city is so overstuffed with stimuli that we need to constantly redirect our attention so that we aren't distracted by irrelevant things, like a flashing neon sign or the cellphone conversation of a nearby passenger on the bus. This sort of controlled perception -- we are telling the mind what to pay attention to -- takes energy and effort. The mind is like a powerful supercomputer, but the act of paying attention consumes much of its processing power.
Natural settings, in contrast, don't require the same amount of cognitive effort.
University of Michigan psychology research in the December issue of Psychological Science explored the cognitive benefits of interacting with nature and found that walking in a park in any season, or even viewing pictures of nature, can help improve memory and attention.