See e.g. the Google Maps images in this article [0] discussing Australian vs. European cities.
[0]: https://blogs.crikey.com.au/theurbanist/2015/11/30/how-dense...
Just as another explanation why Paris can be SO dense, with buildings that aren't incredibly high - Buildings are packed in close to each other. The height of the buildings are a signature architectural element of Paris, broken only by the Tour Eiffel.
Businesses many times occupy the ground floor, with apartments up top - relatively normal in European cities, but against many zoning laws in the States.
The layout of the city certainly doesn't make owning a personal car all that, say, automatic of a choice. Paris is not a large city. When living there, I may have used the metroonce a month, but mostly just rode my bike to where I wanted to go (cheaper! and usually faster...). You could easily walk half the city in a relatively short amount of time (as I was oft to do after a party!). High speed trains could whisk you to many bordering countries in just a few hours. Ah! Paris: un joli désordre!
Do they have better soundproofing or am I just too noise sensitive?
I lived previously in a 100yr old brick walkup building in NYC. It was like my neighbors were all roommates in one house. That apartment almost drove me insane with the amount of neighbour noise I would hear at all times.
Concrete really is such a fantastic building material and yet people want to build their houses out of timber for some reason.
Informing the neighbors or inviting them to the party also works. If you are really pushing it you buy them some flowers and ask if it wasn't to much trouble the day after. If you have a normal relationship asking if the neighbors can tune it down a bit shouldn't be a big deal either.