The variance goes to 0 only if you normalize, which is to say that two random high-dimensional vectors are very likely to be close to orthogonal (under mild assumptions on their distribution).
I agree that that's one of those important but initially unintuitive facts about high dimensions. Just like almost all of the volume of a reasonably round convey body is near its surface. But it also doesn't really contradict the GP comment.
Most people don't find arguing from formulas intuitive unless the formulas themselves are intuitive. If you truly believe they are, I'd be curious to know why.
There is an intuitive version of this. Volume in n dimensions is C*r^n (C is some constant) and surface is the first derivative, leading to a ratio of n/r (the C constant cancels out). Hmm... Maybe not that intuitive
But the former formula already tells you that most of the volume is near the high range of r: that which was to be shown.
The surface area to volume concept adds nothing.
Because the volume of a sphere is proportional to r cubed, you know there is much more volume between r in [0.9, 1.0] than in the same sized interval of r [0.0, 0.1].
You can find the break-even point almost in your head. At what r value is half the volume of a R = 1.0 sphere below that value? Why, that's just the cube root of 1/2 ~= 0.794. So almost half the volume is within 20% of the radius from the surface.
That's far from the claim that almost all the volume is near the surface: half is not almost all, and 20% isn't all that near. However, you can see how it gets nearer and nearer for higher dimensions.
For a ten dimensional sphere, the tenth root of 1/2 is ~ 0.933. So over half the volume of a ten dimensional sphere is within the 7% depth.
The surface area to volume ratio is just a limit of the shell volume to total volume ratio as the shell thickness goes to zero. So both should asymptotically scale with higher dimensions in the same way.
I agree that that's one of those important but initially unintuitive facts about high dimensions. Just like almost all of the volume of a reasonably round convey body is near its surface. But it also doesn't really contradict the GP comment.