Sharn
What are the implications?
Partly, they're the same as for the overall points-of-light approach: the world is mostly dangerous and frightening, with only a few truly secure areas, and even those sometimes aren't there when you come back to them later. It's not as though scary, exciting things can't plausibly happen even in a place as crowded as New York, but providing more empty space provides more opportunity for more types of situations (and not incidentally makes it easier to run encounters and safer for PCs to blow things up with impunity).
The main takeaway should be that once one leaves a bright, populated part of the city, it's easy to wind up in places where there is no one else to be seen besides those one is with. Most travels, even by vehicle are lonesome affairs.
Well, ideally. There's plenty of danger, because criminal and otherwise dangerous elements are able to thrive in the areas between the points of light. As with a forest road between towns, bandits can set upon someone and then be gone before anyone else, let alone the authorities, can arrive.
Even if there are others nearby, the labyrinthine nature of the city make it so that they might easily be out of sight, or miles of corridor and staircase away. If you see someone being mugged on a bridge far below you, the mugger could be long gone by the time you arrive to help.
The various districts of Sharn are, by and large, the equivalent of different villages and towns in the larger world. On average, each of the wards would have about 11,000 inhabitants, the amount of a "town" as described in the DMG. Obviously some have more and some have fewer. As there's no way to mine or farm or lumber, the districts are reliant on outside resources, but many people are born and die in the same district.