I checked the same figures for the two largest cities in my country.
Stockholm and Göteborg have between 7000-12000 / sq mile. That is less than SF, appearently. But the public transit is just like the rest of Europe - much better than the US. I think population density is not the real explanation, it just appears so when you compare between US cities.
[1] http://en.wikipedia.org/wiki/Stockholm [2] http://en.wikipedia.org/wiki/G%C3%B6teborg