https://en.wikipedia.org/wiki/List_of_world_cities_by_popula... only goes up to about 80 thousand ... and the city with the highest population density in that list is one I must admit I'd never heard of, so there's a pub trivia question, perhaps.
More realistically, we can see examples of nice residential neighborhoods in Washington DC ranging from 30,000-100,000+/km2. [1]
[0] https://en.wikipedia.org/wiki/Kowloon_Walled_City
[1] https://ggwash.org/view/42469/what-do-80000-people-in-a-squa...
Your list of cities misses this because it's comparing entire metropolitan regions (not clear how this is precisely defined), as opposed to neighborhood-level densities, which is where you can get the hundreds of thousands or millions of people per km².
What would the sewage infrastructure look like for a 1km square with almost two million people in it? How about the ventilation? Police and fire? It's not really tenable.
SF, to pick an example near and dear to HN readers, is not full. All residents of the Bay Area could fit between Market Street and Van Ness Avenue with lots of room to spare.