I case of the dystopian stories like CP2077 or Shadowrun, the "coziness" comes from that the companies and the state dont care about the individual at all, in a way that they dont even try to control you directly anymore and that can be kind of freeing. If no one cares anymore if you squat in some abandoned building you are free to live your life there as you want.
I can imagine that even this feels freeing compared to nowadays where you are, as long as you dont fit in, you get actively and very directly antagonised by systems and people.
And i find it also terribly sad that i feel that way.
I agree with all this and also I think company tends to be more limited in these types of works because you can't really trust most people so people keep smaller more intimate/well-bound groups.