I had a visceral reaction to this. In what sense can a sphere be considered pointy? Almost by definition, it is the volume that minimizes surface area, in any number of dimensions.
I can see how in higher dimensions e.g. a hypersphere has much lower volume than a hypercube. But that's not because the hypersphere became pointy, it's because the corners of the hypercube are increasingly more voluminous relative to the volume of the hypersphere, right?
I don't see how it could possibly be zero, even for reals, unless you're relying on the idea that the probability of any given real emerging from a uniform RNG is zero. That would seem to apply in 2D as well.
There are other ways in which a hypersphere can be considered "pointy", though; for example, consider a point lying on the surface being moved some epsilon distance to a random direction. As the dimension increases, the probability that the point ends up inside the sphere approaches zero – the sphere spans a smaller and smaller fraction of the "sky".
Random walks can be defined on continuous space and time as a probability distribution on functions R -> R^n (Brownian motion in n dimensions).
We can then ask whether Brownian motion beginning at the origin will ever revisit it i.e.
Given 2D Brownian motion X such that X(0)=(0,0), the probability that there exists t>0 such that X(t)=(0,0) is 1.
Given 3D Brownian motion X such that X(0)=(0,0,0), the probability that there exists t>0 such that X(t)=(0,0,0) is 0. (This is more clearly true when it doesn't begin at the origin, but it's almost certainly not at the origin at t=1, and you can divide the half open interval (0,1] into a countable number of intervals, each of which have 0 probability of passing through the origin.)
Random walks in 2D are space filling curves; random walks in 3D are not.
First, the volume of spheres (or balls rather) in higher dimensions goes to zero as the dimension grows. Said another way, to keep unit volume on a ball you need to grow the radius more and more (which I interpret as spiky).
Second, the volume of spherical caps grows like ~exp(- d h^2 /2), in particular the caps lose volume fast in higher dimensions. To interpret this as "spikyness" I like to visualize it as two balls intersecting (which is just 2x the cap volume). If they are of the same radius, but their centers are just slightly off their intersection volume goes to zero quickly!