It’s not about population density, it’s about population concentration/distribution.
If you were to calculate
% population in largest city
% of population in two largest cities
% of population in 3 largest cities
And so on
You could plot the results graphically. You would probably (if
Jabird is right) find that the curves for the US and for Germany would be very similar to each other, likewise the curves for UK and France. But the two pairs of curves would not resemble each other at all.
And if you did it for Scotland I suspect it would look more like US/Germany than UK/France