Thinking about quitting the Ph.D. because I feel depressed in this town?
Don't commit to anything until you know your options. If you can find a more "suitable" position then you can decide at that time.

But evaluate all the aspects, including the support you get, and the support you might get. Not just financial support. 

One advantage of your current situation is that you aren't going to spend more time on the degree than needed and you aren't going to be distracted by nightlife and such.