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.
I’d say that’s pretty intuitive for anyone who can see a pattern in surface area to volume ratios.
1D ball: 2 / (2 * r) = 1/r
2D ball: (2 * pi * r) / (pi * r^2) = 2/r
3D ball: (4 * pi * r^2) / (4/3 * pi * r^3) = 3/r
nD ball: ... = n/r
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.