Please do. My guess would be similar to Zaak's: the n-dimensional volume of an n-dimensional hypersphere approaches 0 as n approaches infinity. (http://www.mathreference.com/ca-int,hsp.html). A hypersphere with radius 1 centered at the origin has to get out to 1 along each axis (e.g. x=1, y=z=0 for a 3 dimensional sphere), and in order for that not to contribute much volume, it has to be a narrow spike rather than a gradual curve.

Not at all. The expected distance between the center of an n-ball and a random point in the ball is n/(n+1) times the radius.

Now, if you look at an n-sphere with respect to orthogonal axes, you find that moving along an axis you get out as far as (1, 0, ... 0) and moving "away" from the axes you only get to (1/sqrt(n), 1/sqrt(n), ... 1/sqrt(n)); but this isn't due to the sphere being spiky -- rather, it's because orthogonal axes are spiky.