You're being intruded on by your neighbors more than you would be in a city. Suburbs are full of cars and noise pollution; the inability to safely play in the road and having to listen to other peoples' cars and gas powered leafblowers is much worse than sharing a wall with someone.

Of course, the kinds of apartment buildings allowed in the US aren't that good either, since few cities allow single-stair buildings like Europe does.

Sprawl is a government invention, as is suburbia. Residential zoning isn't a natural concept and didn't exist before post-WW2.