Wait, sanctuary city policies cause high cost of living? How does that work? Under what immigration policy would San Francisco, Seattle, Manhattan, Honolulu, and Boston have lower cost of living?
The costs are high in those cities because there are tons of jobs, tons of well-paid people want to live there, and the supply of real estate is finite (partly due to policy and partly to geography). Zoning and building regulations, yes, those raise the cost of living.
You are offering “But I know several exceptions!” to disprove the law of supply and demand. The market doesn’t lie. If the prices are the highest in the country, then the aggregate of people with a lot of choices view the location as highly desirable.
I could find 10 people who like yak milk better than Champagne. That wouldn’t change the fact that the market says Champagne wins.