It's more of a pain, and dangerous for a whole host of reasons.

I'm not morally opposed to popping on the sidewalks briefly in some areas, but for the most part, the road is where you should be. Ride straight, get some lights or hi-viz, stick to the right and basically act like a car.

I use shortcuts and parking lots to avoid big intersections where I have to turn left and feel unsafe. It helps a lot, and once you know the route, you can usually time the traffic for crossing pretty easily.

My ride takes me across a busy overpass at prime time, and I tried riding the sidewalk but found it to be less safe (It's in between the normal lane and a 'texas turn lane'), covered in debris and in worse shape than the road. Plus, I frequently had people cut me off turning onto their ramp. Now, I just get in the right-most non-turn lane(We've got some right turn lanes there) and ride like I'm a car. Haven't been cut off since. Only the occasional too-close pass, at that.