Most skyscrapers are used for either residential, office or hotel space. Something that people highly value when using buildings is having windows and natural light. You can’t charge as much for windowless rooms, even if they are in areas with high real estate prices.
The other element is land acquisition. Acquiring enough land for a stadium footprint is very difficult. It’s insanely difficult in expensive city centres where skyscrapers make economic sense.
Structurally it would be a lot easier to build a wide building. Many of the issues with tall buildings relate to how slender they are; being wider would make things like wind and earthquake loads a lot less critical.
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