Basically because you're not accounting for all of the costs (nor are they). Sure it may be the case that it's cheaper to build on an empty lot, but what is the cost of the forest that was cut down, or the farmland that was supplanted? Now instead of getting blueberries from within a 5-10 mile radius grown by a local farmer who has a job, those same blueberries have to be shipped in from Chile.
You're also not accounting for the infrastructure costs. Here's a recent example [1]. The state of Missouri is allocating $2.8 billion to expand a highway. Why do they(we) need to expand a highway? Well, because people want to live in the suburbs and drive their cars everywhere so now we have to pay to do that. Obviously there is some utility to highways and cars for that matter, but we don't need as many highways or to spend as much trying to maintain or build them if we don't use them as much. They're also one of those projects that have a big number so useless bureaucrats really like them because it's easy to do and nobody complains about it too loudly even though there's almost certainly rampant fraud and corruption in every state department of cars or equivalent.
What other costs are there? Well, pollution. That's an easy one. Energy - we have to go fight wars and stuff to secure oil and other energy supplies (whether it's our own or policing the world to ensure that container ships get from A -> B). It takes a lot of energy to move a 200lb human 3 miles down the road in a 3,000 lb SUV to get a loaf of bread or a couple of apples or whatever.
What about health and wellbeing? Well, it's easy to hate people when you sit inside your house all day glued to Facebook and don't go anywhere. It makes people crazy. We're also fat. Like really, really fat. Is it our diet? Nah not really. Certainly that's a factor but otherwise relatively healthy people are overweight because they get little exercise compared to people in peer countries. Why don't they get exercise? Because they live in a house, drive a car everywhere, and get maybe 1,000 steps each day unless they dedicate time to working out.
What about costs to your community? Well, it's hard for a small coffee shop or grocery store to compete with the likes of Starbucks or Giant Eagle. Why is that? Well how can they compete when Starbucks sets up a drive-through and can crank out 5 lattes/minute? They can't buy and build real estate. Entrepreneurship numbers go down too and all the money you spend on your car, tires, Starbucks, California grown tomatoes (nothing wrong with that besides negative externalities), and leave your local community and flow to where the companies producing these products are headquartered.
So when we say "it's cheaper and easier to build in empty fields" you are certainly correct in the short term. But in the long term it makes us poor, costs us our natural beauty, and destroys our livelihoods.
Now you might say, but hey I don't want to live in "some shoebox apartment and ride the bus everywhere" and I would say hell yea me either and thankfully that's not a choice we need to make. You can live in a normal SFH, or an apartment, or a duplex, or a townhome. You can have a garage, or park your car on the street. You don't have to ride the bus, but we can make the bus services work well so that you have options depending on what activities you are participating in. And we can do all of this by making changes to zoning and how we build. We can have our cake and eat it too. Instead, we choose not to because we're held captive by bureaucrats and vested interests that make a profit off of our fat assess, our water and soil, and are happy to be taking the welfare checks we depend on because the jobs moved away and nobody can start a business anymore because there's nowhere to start one.
[1] https://news.stlpublicradio.org/government-politics-issues/2...