Spend some time in Santiago... You WILL be back... Madrid is just another large city that is a national capital. At the end of the day, it is just a city.
But Santiago... ah, Santiago is one of the special cities of the world. Like Jerusalem and Rome, it is the third most popular pilgrimage site among Christians. Other 'holy' places like Lourdes, Fatima, and Medjugorje trail somewhat...
But, and IMHO, Santiago is different. The street paving and the walls of very old buildings retain a 'vibe' from the millions of pilgrims who have come before you. At most all hours of the day, but especially in the very early morning and late at night, there is just something magical about Santiago. If you are very silent, you can feel the history...
The added fact that you can make new friends almost anywhere nust by announcing that you are a fellow pilgrim from 'x' is sometimes all it takes...