It is wrong to assume that there is no racism in small cities or rural areas run by conservatives. In fact there is far more racism in such places. But that racism rarely gets turned into an incident because such places are also fairly homogeneous in race and culture. So of course you don’t hear about some black kid being shot by police. There are no black kids. Or if they are, they keep to themselves and do not interact that much with the whites. So your observation that racist incidents happen more in big cities is just a byproduct of the diversity and high density of big cities, and not the policies of the leaders, be they conservative or progressive.