There's probably a point where that stops scaling. Is there any proof a city of 40 million uses less resources per capita than a city of 1 million? 40 cities of 1 million seems preferable because then you can actually get outside the city once in a while without it being 2+ hours of travel.

It is unclear what leaving the city quickly has to do scaling or resources per capita. You seem to value this; most big city dwellers do not.