The city where I live (Santiago) is very expensive, actually the third most expensive in south america. Here kids lives with their parents until they get married!, and even is common that the married couples still live with the parents of one of them during the first years of marriage, until they became more economic stable. Is very hard to buy/rent your own house or appartment. Sometimes I wish i could live in a small, rural town, where life is more cheap, quiet and simple. But I don't think i could last more than two weeks without getting bored.
In my country, Singapore, it's like that too. Here, kids live with parents until they get married. Moving out before marriage is unheard of here. I don't think anyone here does that.
Also, many married couples here live with their parents even after marriage. The main reason is because we are an extremely small country and alot of our land is reclaimed from the sea.
Couple this with a large population and an explosive influx of foreigners, there is simply not enough room to build apartments for everyone if they all decide to move out at 18 years old. The apartments grow taller and taller because like I said earlier, alot of the reclaimed land cannot support the weight of large buildings, so we have to expand vertically instead of horizontally.
There's also a policy here that only married couples can buy their own apartment units, for the reasons I stated above. If you're single, you can only rent, but few people do that.