Most people suggesting we should densify are targeting suburbs, not rural areas. Suburbs are incredibly expensive and environmentally wasteful per square inch. They have all the utility of a city but spread out with more asphalt, cement, power, sewer, water, gas, cheap inefficient homes that leach heat/ac at an alarming rate, etc.
In rural areas the infrastructure isn't always as expensive because some residents have their own septic and well, live on a dirt road, heat with a wood furnace, etc. A few of those things are also more renewable. Additionally, rural areas are still required for our way of living (farming, logging, mining, fishing), while suburbs have negative societal value (they take more than they put back into the system).