I think that, for me anyway, part of the draw of Urban Fantasy is the notion that the world one is operating in (depending on the novel, obviously) is essentially this one. With some differences. In those cases, the reader is already familiar with, say, the platonic ideal of New York City, but the writer then shakes it up while focusing on the supernatural community and the characters in the story.
I feel that Urban Fantasy ought to be more character driven in that regard, because you don't have to worry about explaining the way taxis work or whatever (well, unless they're now running on the summoned and bound souls of demons, but that's one of those scene setting details. And now I maybe have a new idea for something. Rad.)
