It's actually a very interesting dynamic between the two. Desert Bluffs is, by all accounts, a bit more of an average place in terms of events and happenings. Granted we don't know that much about it, but compared to Night Vale there are no Hooded Figures, no Faceless Women, just... animal guts and blood and clearly very evil people.
But after learning more about it, it becomes apparent that Night Vale is actually the town that has the more normal people. Yes, some of them are literally Five-Head Dragons, but they're extremely well mannered and polite, heck, even the tentacle monsters that owned the radio station were fairly... average, as far as bosses tend to go.
It was after this revelation that my love for Welcome to Night Vale SKYROCKETED!
Because the entire show is based on settings where conspiracy theories and the like are normal, I think Desert Bluffs is supposed to represent mysterious murders and that sort of thing and Nightvale is supposted to be about the weird stuff like UFOs and other stuff along that line. You know, the two parts of a really interesting topic.
This is fantastic! Admittedly, at the end of Yellow Helicopter, I half expected the booth door to open and Cecil begin freaking out saying, "No, no, not you!" then there would be a thud and Kevin's voice would appear, "Hello, Night Vale, it's me Kevin. I'm afraid Cecil hit his head pretty hard. However, I'll be the new voice of Night Vale now, thanks to our owner, Stryx Corp. Good Night, Night Vale, Good Night!"