Rick,
To confirm that math fact, I wrote some OR code and get the same result.

proc optmodel;
set N;
number MPG_City{N};
read data sashelp.cars into N=[_n_] MPG_City;

var x;
min obj=sum{i in N} (MPG_City[i]-x)**2;
solve;

print x;
quit;

proc optmodel;
set N;
number MPG_City{N};
read data sashelp.cars into N=[_n_] MPG_City;

var x;
min obj=sum{i in N} abs(MPG_City[i]-x);
solve;

print x;
quit;