Also, I think you are on spot with your mention of walking. That sent me thinking about Dersu's urban anxiety in a more nuanced way.

As, my first naive simple thought was just that "if they lived in a smaller village Dersu could feel more at home". Dersu's own idea to cope with the city life is to live in a tent on the yard, but he is told that people can't do that in the city. OK, fine - but could there be other ways to cope? Going out for long walks, maybe? Making contact with the other crew members of the expedition, like once a week gathering the bunch, walking out from the city somewhere where they can sit down by a fire and sing together. And walk back home for the night, or the next morning or so. Or maybe Dersu could've adopted some kind of peddler life-style; obtaining supplies from the city, then going for a week-long journeys to his native lands to distribute those supplies to the indigenous folks. So, actually, now I think that there would've been a lot of options available, but failing to see them Dersu felt trapped.

And there might be something specific to walking. In the taiga scenes it is clear that they spent most of their days walking a lot. Somehow I was mostly thinking of the social aspect - people being together around a fire, singing and telling stories. But it is very likely that the walking in itself is essential - no matter if Dersu is roaming alone, or with the expedition.

Another layer is that Dersu's hermit hunter-gatherer life-style is partially his way to cope with a tragedy, loss and trauma of his earlier life. And, already in the wilderness we see first signs of his mental well-being becoming somewhat unstable.

All these combined, and I start to feel that Dersu developed a classical depression. It was not just about feeling alien in the urban environment, but also the lack of long walks and all the other things which earlier helped Dersu to keep his mind in balance. Who knows, maybe deep down he also sensed that death is coming, which made him to miss his native lands even more?

So - yeah - things tend to be multilayered, with a complex interplay of internal and external factors either balancing each other, or triggering positive or negative feedback loops.