Tulsa benefits because its a much more compact city. Retailers like a high level of income within a concentrated area and that's easy in Tulsa. In OKC, it's more difficult because there are numerous wealthy enclaves scattered throughout the sprawl. The money is here, but its a hard sell to retailers when it doesn't fit into their usual formula for deciding locations. Tulsa also is a larger retail market despite being a smaller metropolitan area due to the fact eastern Oklahoma is much more populated than western Oklahoma. I also think Tulsa avoid's some of the negative Oklahoma stereotypes that get associated with OKC for better or for worse.
I doubt "big city feel" has much to do with it since Costco is going into Wichita and that has way less "big city feel" than Tulsa or OKC.
By what measure is the Tulsa retail market larger than OKC's?
Here are the retail number for the two metro areas for this year, according to the Center for Economic & Management Research at OU's Price College of Business:
Date Area TOTAL
RETAIL TRADE
OKC (Metro population: 1,336,767)
1/2015 OKLAHOMA CITY MSA $1,182,220,332 $884.39 per capita
2/2015 OKLAHOMA CITY MSA $1,158,902,885
3/2015 OKLAHOMA CITY MSA $1,181,098,101
4/2015 OKLAHOMA CITY MSA $1,180,700,354
5/2015 OKLAHOMA CITY MSA $1,228,299,725
6/2015 OKLAHOMA CITY MSA $1,226,039,917 $917.17 per capita
Tulsa (Metro population: 969,224)
1/2015 TULSA MSA $824,431,172 $850.61 per capita
2/2015 TULSA MSA $809,453,506
3/2015 TULSA MSA $835,862,202
4/2015 TULSA MSA $826,969,855
5/2015 TULSA MSA $851,818,521
6/2015 TULSA MSA $849,340,048 $904.30 per capita
http://origins.ou.edu/ http://www.ou.edu/content/price/centersresearch/cemr/cemr_data.html