Take a look at the UK on Google Maps.
Pretty green, right? Plenty of space to expand those towns and cities.
Zoom in. It's pretty much all farmland. There's precious little nature in that.
Density isn't going to save nature. Having fewer people and sustainable farming will save nature. Density is useful for having things like efficient public transport, and reducing the need to have a car. It also localises noise, and I feel we don't value quiet enough.