On the contrary, dense populations allow for the efficient distribution of goods and services. There may be an aesthetic argument in favor of small town living but there isn’t an environmental one.
I would suggest it is not as cut and dry as you suggest, and is heavily dependent on where the population centres are. For the majority of towns and towns folk, there is a deeper connection to the surrounding environment and what it provides. Rural populations get much of what sustains them from the nearby surroundings, be it through gardens, hunting and fishing, local agriculture etc. You would be hard presses to find big city populations that do the same in anywhere near the same percentage.
I lived in a small, northern town for 20 year, and currently live in the heart of downtown of a major city. The difference could not be more contrasting.
Obviously we need both rural and urban areas, but I suppose my "born in a small town" bias wants a better balance between the two than we currently have. For the benefit of both!