Drunks/junkies/mentally ill people shitting, pissing, and vomiting everywhere, while verbally (and sometimes physically) abusing the passers-by.
Noise.
Breathing the stench of exhaust fumes, week-old garbage, and someone else's idea of cooking.
Having no place for your children to sit on the grass without worrying about them finding someone's discarded needle or excrement.
Having no space for gardens, hobbies, or gatherings of family and/or friends.
Bad schools with apathetic parents.
The inability to leave personal property unattended for even a moment.
The need to have extensive home security (bars on windows, etc...)
The much higher likelihood that you or one of your loved ones will be mugged, raped, or killed.
Those are just a few that come to mind.
My favorite part of the suburbs is that my kids are physically incapable of walking or biking to an urban area. When they have grown to acquire the sense to look out for themselves, then they coincidentally will have the freedom (e.g. drivers license) to go to an urban place. Until then, I love that I can let them just go outside without supervision and dick around. American urbanity is just not for families.
Also, are you planning on having kids and raising them in the city?
My impression of most high density cities would be that my options would be more limited as a kid. Sure there's a lots of shopping, restaurants, and bars but what is there for kids?
Of course I only have the places I've experienced to go on.
High density doesn't me
Even if you could build miltistory underground car parks you still need roadway space. German narrow gauge trams quite happily chug Elon in two directions on 10 feet carry highway capacity traffic one highway lane is 12 feet. They don't need the space. So car traffic takes up much more space that means you can't have the same density. If you don't have those cars you could put all the factories and warehouse space underground and you would have even more surface room this would allow a higher density of people. To imagine this take a look at your closest city on Google maps and how much space is taken up by car parks and roads now if you can reduce that use to 20% while keeping the same city boundaries, the density of the city hasn't changed but a lot more land is available. How much bigger can your house be if the highway is only one lane wide? How many more people can you add in?
You would also have the issue of getting people to and from the miltistory underground but that is exactly what happens on car free areas. You take the tram/bus/train pick up your car/rental/rideshare/uber at the multi story car park and continue on from there. If it's right on the major highways around the area you reduce a lot of the traffic headaches.
Someone age 2 or 6 or 12 or 17 or 23 generally has a better time in the city: more freedom, more things to do within walking/transit distance, less time wasted on car transportation, more people of all ages and interests to engage with.
The density of cities can support a higher density of parks, playgrounds, plazas, markets, museums, libraries, schools, art galleries, music venues, coffeeshops, restaurants, ice cream stores, churches, community centers, ...., which means these can all be easily accessed on foot.
In typical American suburbs everything is dispersed and there are oceans of concrete standing between any two points, so walking around is unpleasant and impractical. People who walk around are viewed with suspicion, and children walking around alone are often reported to the police. In many suburbs, almost nobody rides a bike or takes the bus. Instead, nearly all trips are taken by car, which adds a ton of time overhead to every trip and makes anyone without car dependent on someone else.
And most of those other benefits you cited you cited would have been practically useless to me as a kid because I had hardly any desposable income.
I lived in an "urban" area and I didn't have bars on my windows. I'm sure the chance of me being mugged was higher than a suburb, but that's more a function of population than anything else. It's still low enough that it's a negligible risk for me and my girlfriend. While I've certainly seen discarded needles in big cities, I've never come across them on the lawn of major parks and actually tend to find them in the more suburban areas of cities. Most big cities have at least some schools that are very good, even if some of them are sub par.
Government sites and government persons enjoy tight security. The rest of the city... Not so much.