I don't really understand this trope and I grew up in a tiny town. Why not start a band or make movies with your friends? Build model airplanes, explore some creeks or forests. Not to say I didn't smoke and drink as well but why should that be more likely to be one's outlet in a small town with few commercial consumer experiences?
All of that is a lot harder to do if you have to start from first principles because you have no place to look up how its done or talk to others who are already doing it.