I live and work in Paris proper, which is a very dense city. Transit sucks, my commute is around 45 minutes each way. Bonus points for when I have to take it in rush hour, with people pressed together and no air conditioning. Extra bonus points for the habitual breakdowns, meaning even more people per train.
Also, high density with "historic city" means very small apartments and very high prices. I really don't know how much better this is compared to US-style suburbia. Oh, we don't have clean air either, all the highways and city roads are congested, too.
Plus, I'd say European cities, in particular, aren't really "designed", seeing how they have to contend with historic centers they can't touch, etc.
But I think that, more importantly, we should try to avoid having to be all in the same spot if it's not necessary.
Yes, there are some advantages to scale, and some things are easier / cheaper to do when you have 1M people in the same space as opposed to spread far and wide. But this also produces other issues, such as stressed people because of all the noise (not just cars, but neighbors, etc.)