We aren't a big city like a lot of places where the real estate is too expensive for a 16 pumper.
I'm focused on the 7's because this is where that gas station is being built. Yes, it is also on the corner of Roosevelt, but many very urban walking streets cross major non-walking boulevards and mini-highways. This is nothing new or exclusive to Phoenix. Roosevelt will still become an urban neighborhood, but in a car centric city like Phoenix, this is how the huge arterial streets will always be.
You have to think down the road when/if downtown becomes really truly bulit up, you'll have an urban center of housing all around the area between Hance Park and Van Buren and between 7th street and about 3rd avenue (likely based in Roosevelt) which is where the single family stuff starts. I'd imagine once this happens, you'll be either glad the gas stations are there as they will be needed with that many people going in and out of the city, or you'll become indifferent because even though you don't like them, you'll understand their purpose.
Either way, this is the best possible place a gas station could be built downtown (I wouldn't want one any nearer the core or inside the 7's) and we should all be thankful they did not tear down another significant structure for it. Basically what I am saying is you can't kill urbinity when the location is never going to be urban to begin with... this corner will
never be urban. Both sides of it will be urban, headed east and west, and people walking or cycling will have to go past gas stations *gasp* but this is not something that is going to stifle the positive direction of development on Roosevelt Street. What will happen is there will be a definite dividing line between two separate neighborhoods, so you're upset that two separate neighborhoods will, um, remain separate?
Below is the same intersection that I have previously referenced. Ontario and LaSalle in downtown Chicago. Ontario stems from the Kennedy Expressway and is a
major entrance into the River North neighborhood of downtown. It's probably the most similar to 7th Street, and lo and behold, here is a
20 pump station and still all four directions from this intersection are urban apartments and street front retail/restaurants. Obviously phoenix is not Chicago, but the point here is that obviously a huge gas station and urban walkability can coexist quite well, but you have to open your brain to imagining Phoenix actually being an urban place in the future and the station existing at the same time. It can/will happen.