Part of this, imo, has to do with the architecture and it will really depend on the city (speaking from a US perspective) you're in. If you're in Philadelphia or an older city on the East Coast some of the old Catholic or Episcopalian Churches/Cathedrals do feel like they're integrated into the community because they were built around the same time as the rest of the buildings and housing. In the midwest this trend kind of wanes, as many of the Catholic Churches were built after Vatican II and ... don't have the same kind of aesthetic, to put it mildly, and weren't necessarily built the same time other housing was built. By the time you get to the West Coast you'll start finding examples again that feel like they belong there, like Spanish Missions. So it's mostly age and the timeframe in which everything was built.

All that said, I've greatly enjoyed my trips to Japan and feel the same way about their Shrines.