Atlanta is one of the least dense major metro areas by weighted density too. I think the biggest metro area that has a lower weighted density is Charlotte, so basically the second biggest city in that region. The only other metros of 1mil+ with lower weighted densities are Birmingham, Nashville, Jacksonville and Raleigh, again, all cities in the Southeast. There are a few midwestern cities that aren't much denser though, like Indianapolis of Kansas City although these are still significantly smaller.
The least dense metros (weighted density by census tract) of over 3 million are
Atlanta: 2173 ppsm
Minneapolis: 3383 ppsm
Detroit: 3800 ppsm
Dallas: 3909 ppsm
Most cities either have a more substantial core (as MrSatNight said), or denser suburbia (Florida and Western sunbelt incl TX).
Now, does the fact that Las Vegas has 3 times higher weighted density mean it's less sprawled out? I would say so, although it's not such a great thing since it's still very autocentric. For many people, if you're going to have to drive everywhere anyways, they'd rather have a big yard with lots of trees.
Chicago's metro area weighted density is 8613 ppsm and for DC it's 6388 ppsm, about 4 and 3 times denser respectively.
If instead of looking at weighted density, you look at the non-weighted density of the urban areas, Atlanta is still very low density. Atlanta's urban area is 50% bigger than LA's despite the fact that LA's urban area has 2.7 times the population.
http://en.wikipedia.org/wiki/List_of...es_urban_areas
Atlanta's urban area is large enough to hold LA+Riverside-San Bernadino's urban areas, and then more than half of Toronto's urban area on top of that. It's urban area's non weighted density is only denser than Charlotte's (Raleigh, Jacksonville, Birmingham and Nashville are a bit denser) among major urban areas. Even urban areas that are barely denser, like Indianapolis, still have a street grid.
Tulsa has a bit of a higher urban area non-weighted density, although the weighted density of the metro area is a bit lower. Maybe the metro area includes a bit more rural land?
I would say that Atlanta sprawls more than any other city it's size (and yes all cities in the US sprawl a fair bit), so even if there are smaller cities that are just as low density, Atlanta is more well known.