It turns out that "closeness" is usually hard to visualise/explore when you're dealing with a 1,000-dimensional space... and PCA has the failures mentioned above.
It's weird -- it's locally useful to navigate, and at a high level kinda useful, but only if you squint and don't look at the problems. So I feel like a fisheye visualisation would be appropriate? That's something that I'm exploring in other projects.