It also depends on the style of urban living we're talking about. People living in single-family houses and driving everywhere consume much more resources per person than those living in high-rise apartments and taking public transportation or walking. High population density, in general, means low per-capita consumption.
I'm not sure how this argument applies to people living completely off the grid and raising their own food. But many parts of the world have too many people to make that a practical option for more than a tiny minority.