A reverse (also not very relevant) thought experiment - would you prefer to live in one room that is office/bedroom/bathroom/kitchen, just because you don't have to walk at all, everything is so close, why sprawl? :)
You walk down 2 blocks to get some milk and bread for the breakfast, post office is 3 blocks in the other direction, 1 block another way and you have fruits and vegetable. Basically you can treat the immediate surroundings as an extension of your house where you just "go" without a modal distinction of getting into a car, parking, back into the car, parking again.
Even taking a bus or train feels less of a discontinuation as you just walk in walk out and at no point have to switch to a "driver" mode.
Whereas if you drive you can choose when to go and so make it convenient - like I go to a climbing gym at 6am in winter, no traffic and less people. Also, many things you don't even need to leave the house for - even with a relatively small house (1100sqft) I have room for a weight rack and home office, no need to go to a real office or to a gym.