I don't know about the "urban" vs. "rural" unless everything in Utah is considered "rural". The three closest Wal-Marts to me all stock reloading supplies. One is in the town where I live which has 60,000 to 70,000 residents. The other is in a town of about 9,000 which sounds small until you consider it abuts a town of about 85,000. The other is in a town of about 15,000 abutting a city of about 45,000. None of these places are in the sticks.
The reloading supplies are quite slim. They only stock 6 of the most popular powders. Reloder 22, Varget, IMR 4064, IMR 4350, IMR 4831 and Unique. They are about 7.5% cheaper than the local Sportsmans and mom & pop shops. 1lb of RL-22 runs $23.12 vs. $24.99 at SW. They carry RCBS die sets for .270 Win, .30-06, .30-30, .243, .223, .308, and 7mm Rem Mag. They carry a slim selection of .224, .243, .257, .277, .284, and .308 caliber bullets (along with some pistol calibers like .45) from Sierra, Nosler, and Hornady. While they may carry primers, I've never seen them stocked. They also sell a few of the major bullet manufacturers manuals (Speer #14, Nosler #6, Hornady #7, Sierra #5).
I've only every bought 1lb of RL-22 there. While it's nice to have a back-up in case one of the big stores sells out, it's not much to look at.