His point is the volume of the unit sphere is tiny. The "volume" of the unit 20-cube is 1. The volume of a 20-sphere is just 0.0258. 100-cube, volume is 1. 100-sphere, 2.36e-40
If your algorithm works well for "nearby" meaning 1, i can just keep adding dimensions till you find nothing. If "nearby" on the other hand is related to the number of dimensions, you're going to have to grow the "nearby" value exponentially.