The answer to this question can only be formulated with a couple of caveats:

As I detail in this answer here, newer scholarship estimates on the number of Jews killed in the Holocaust range somewhere in between 5.4 million people and 6.2 million people with the numbers resulting from a convergence of various forms of evidence, a lot of it stemming from the perpetrators themselves, who recorded what they were doing with a certain degree of statistical accuracy.

For the purpose of this question, a couple of pieces are of prime importance:

• The Korherr Report and the Höfle Telegram.

Richard Korherr was the head of the SS statistics bureau and in March 1943 he compiled a report about the decrease in Jewish population in Europe from 1932 to December 1942. He arrives at the conclusion that through normal decrease due to the death rate, due to emigration and due to German policy, the number of Jews in Europe has decreased about 4 million from 32 to 42. With regards to about 1.2 million Jews, he uses the phrase "Es wurden durchgeschleust durch die Lager im Generalgouvernement" (Guided through the camps in the General Government), which was what Himmler suggested he use instead of "Sonderbehandlung" (special treatment). This is Nazi code language for killed. However, Korherr mentions that this doesn't include the Jews in Auschwitz, thus giving us the knowledge that by December 42, the head of the SS office for statistics gives a number of killed Jews in the Aktion Reinhard Camps – Belzec, Sobibor, Treblinka, Chelmno and Majdanek – that is 1.2 million.

This number is verified by the so-called Höfle Telegram, a one page document discovered in 2000 among the declassified World War II archives of the Public Record Office. Send by Hermann Höfle, the deputy of Odilo Globocnik, it also details the number of killed Jews in the Aktion Reinhard Camps from January 1943 and it is pretty much exactly the same number as Korherr's.

• The Einsatzgruppen Reports

Die Ereignismeldung UdSSR in German are situational reports send by the Einsatzgruppen Death Squads from the Soviet Union detailing their gruesome work. Ranging until April 1942 when they were replaced by the Berichte aus dem Osten (Reports from the East), they give incredibly detailed information on the activity in relation to the Holocaust that occurred. Take for example Einsatzgruppen Report 101 from October 2, 1941 in which it states:

Einsatzgruppe C

Location: Kiev

Sonderkommando 4a in collaboration with Einsatzgruppe HQ and two Kommandos of police regiment South, executed 33,771 Jews in Kiev on September 29 and 30, 1941.

and so on.

Through a combination of these documents we can establish that at least 3 million of the 6 million victims of the Holocaust were Jews from either Poland or the USSR. The Reinhard Camps were almost exclusively the place of murder of Polish Jews. In fact, the whole raison d'etre of these camps and the reason why they stopped operating in favor of the Auschwitz-Birkenau as the central place of murdering Jews and Roma was that they had served their purpose of murdering the majority of Polish Jews. At the same time, the Einsatzgruppen reports show that during the time of them operating they killed about the same number of people killed in Reinhard Camp – about 1.5 million.

The importance of these facts for this question lies in the specific demographic of Polish and Soviet Jewry. Inter-war Poland, the Baltic countries, and the Soviet Union contained the territory that under Tsarist rule was known as the so-called "Pale of Settlement", a region that existed from 1791 to 1917 and in which Jewish residency was allowed while elsewhere in Tsarist Russia it was forbidden. Created by Catherine the Great the purpose of the Pale was to serve essential as a control for the Jewish population of Russia following an increase of said population after the second partitioning of Poland. Henceforth, Russia ruled over about half the Jewish population in the world – about 6 million (this has also lead to a popular "thing" among deniers about newspapers from the 1920s, which I discuss here ).

The Pale has a long and interesting history but for the purpose of this question, what is the most interesting thing is that it lead to the creation of something quite uncommon elsewhere in Europe: The shtetl or towns and settlements with a majority Jewish population. Outside of the Pale, the only European city with a majority Jewish population had been Salonika (Thessaloniki) and that had only lasted until the 1910s and 1920s when Greekification policies began to take hold but in the Pale there existed towns that were almost exclusively Jewish as a strong feature of the demographic landscape.

Basically, while elsewhere in Europe with the demographic, social, and political changes vis-á-vis Jews in the 19th century a distinct process both of assimilation and urbanization of the Jewish population took place – e.g. in the Habsburg Empire where in the span from 1857 when Jews comprised 1.3% of the total population to 1890 when Jews comprised 12% of the total population of the city –, in the Pale, the Jewish population en large stayed rural.

While this began to change both in inter-war Poland as well as the Soviet Union when restrictions were lifted and especially in case of the latter, a more tolerant and open policy towards Jews was embraced, at least initially, the shtetl still remained a feature of the demographic landscape and thus a vast majority of victims of the Holocaust were rural shtetl Jews in Poland and the USSR.

While in the general popular imagination of the Holocaust victim, the figure of the urbanized, assimilated, secular, Western Jew looms large, at least half, if not more, of the Holocaust's actual victims were Jews who practiced some form of Orthodox Judaism, lived in rural shtetls, were not that well assimilated – albeit in some form on the way – into majority society, and in many a case used Jiddish as their main language of communication.

It was these features that also made them easy to identify and thus reduced their chances of survival, especially when combined with factors such as there being no native government under the occupation – unlike in France or elsewhere where collaborationist governments sometimes invested political capital in protecting Jews with their citizenship – and the question of how easily identifiable they were and how much the majority population perceived them as "the other".

Essentially, the rural shtetl was, unbeknownst to its inhabitants, the unsafest place to place to be once the Nazi war machine invaded your country. Which is also why it simply doesn't exist anymore.

Generally, what matter more than an urban or rural divide in terms of chances for survival was how well-connected an individual or community was to the society that surrounded it: The massive numbers of Poles saving their rather literal Jewish neighbors was due to the fact that despite the existence of the shtetl, there were before the war vibrant mixed communities both in the cities and countryside and once the round-ups started, there were people who knew Jews and were willing to help them, both in rural and urban settings. There is countless examples of whole villages protecting the Jewish members of their communities, as there were city-neighbors doing the same. Of course, in certain cases such as Germany itself, these relations were generally better developed in urban settings but in other cases, such as Yugoslavia, these relationships could be better developed in a more rural setting. So, I'd say that the issue is the fact of integration into the community.

This is also the reason, why the Roma population of Europe suffered especially: Their relation to the larger community was generally more estranged due to hundreds of years of stereotypes and persecution than was the relation between Jews and the majority, which despite wide-spread anti-Semitism in Europe had changed considerably during the 19th century.

The inhabitants of the Pale made such numerous victims of Nazi genocide because due to the demographic structure they were less well integrated into the larger communities of their state and society than elsewhere and so they became easy prey for Nazis and their genocidal rampage.

Sources:

• Yohanan Petrovsky-Shtern: The Golden Age Shtetl: A New History of Jewish Life in East Europe. 2014.

• Nora Levin: The Jews in the Soviet Union since 1917: Paradox of Survival. 1988.

• Henry Abramson, A Prayer for the Government: Ukrainians and Jews in Revolutionary Times, 1917–1920. 1999.

• Oleg Budnitskii: Russian Jews Between the Reds and the Whites, 1917-1920. 2012.

• Dan Michamnn: Angst vor den „Ostjuden“: Die Entstehung der Ghettos während des Holocaust

• Nazi Germany and the Jews, Vol. 1 and 2 by Saul Friedländer

• The Historiography of the Holocaust by Dan Stone