There are forms of non-SFH density that offer plenty of privacy.

Namely?

The existence of rowhouses makes this false. It’s completely possible to have a yard while not living in densities that support public transportation and cycling.

Rowhouses are just single-family housing subdivisions without gaps between the buildings. They are not high-density housing and they are not any more supportive of public transportation and cycling.

Furthermore, they combine the worst of both worlds: they're little denser and therefore little better for the environment than single-family housing, but they do have a building manager whose whims you have to obey.

Higher densities also usually come with common amenities like parks, where your children can play, and also walk to/cycle to

My cats aren't going to happily wander around in a park full of humans. They're going to run and hide in terror. Parks are not a substitute for a yard.

almost no living space,

Baseless falsehood.

My parents' single-family house has about three times the square footage of my apartment. That's a fact, not a falsehood.

Higher densities does not equal living in a rental apartment

Irrelevant. Even if you “own” a part of a building, someone is in charge of the building as a whole—the building manager—and everyone living in that building must obey the building manager's whims, no matter how cruel, or face fines and/or confiscation of “their” home.

Ownership of parts of buildings is a legal fiction ripe for abuse. Only entire buildings, and the plots of land on which they stand, can be truly owned.

As opposed to living in a house which you don’t have to incur any debt whatsoever to obtain?

“Buying” a condo incurs debt in exactly the same way as buying a house, so I'm not sure what point you're trying to make here.

Cities are usually more expensive on account of the fact that people actually want to live there

Well, I certainly can't imagine why.

people want to be close to the things that they want to do, and not have to spend their lives sitting in traffic behind the wheel all their lives.

A minor inconvenience, compared to everything that's wrong with city life.

Generally poor take.

The feeling is mutual.