I suppose you might look at some technical discussions of whether you're better off with a larger area built up to 6-10 stories or something like that, than fewer, taller skyscrapers, but in general, that denser environment keeps cities from sprawling out, and is more friendly to people walking around.

I prefer the more European style of 2-8 stories, like here: https://goo.gl/maps/poabxNny8r8Jq46v7

But I think the broader point stands.

Many european cities max out at 8 stories simply because they were built before the advent of elevators, or the design aesthetic started before the elevator and they're keeping new neighborhoods consistent.

4 floors is mildly inconvenient on foot but 8 floors is becoming a real chore for people over 40.

Almost no buildings beyond 4 floors (5 the way Americans count them) lack elevators in Germany or Austria at least. I suspect it's the same elsewhere in Europe.

That seems counterintuitive to me. I'd expect only having one or two walls exposed to the outside (maybe 3 if I'm on the top corner) would reduce the amount of energy I lose to the environment compared to a house with 5 sides exposed. Plus a skyscraper can use a larger and more efficient system than a single family home.

Right, but your family home is likely insulated to at least R-13 in the walls and R-38 or better in the attic while an all-glass skyscraper is probably something like R-2. A tall & thin skyscraper also has an uncompelling surface to volume ratio.