Please allow me 2 comments on the average and expected tour length in higher dimensions:
Comment 1: What changes with dimension, is how the expected tour length 'scales' with $N$:
When you consider the Euclidean traveling salesman problem for $N$ cities randomly distributed in the unit d-dimensional hypercube, you will find that the optimal tour length for large $N$ will scale as $\beta_d N^{1-1/d} (1-O(1/N))$. The constant $\beta_2$ is the famous 'TSP constant'.
For large $d$, you expect that the so-called mean-field approximation will be very good and allow you to provide good estimates of the constant and the expected tour length.
One standard reference is 'Finite Size and Dimensional Dependence in the Euclidean Traveling Salesman Problem' by Allon G. Percus and Olivier C. Martin
Comment 2: If the dimensionality of space is large compared to the number of cities, then you expect that the distances are statistically mutually independent and the order of the tour does not make much of a difference any longer in most cases - your situation is the similar to the TSP on the complete graph
(see: Can the 'TSP polynomial for simple graphs' be calculated for standard families of graphs (paths, cycles, grid graphs)?), where you just need to know the number of points/ cities.
In a sense that is similar to comment 1: for large $d$ the expected tour length will scale close to $N$.
Of course, in a multi-dimensional space you still can pick cities that all lie in a plane and you are effectively back to 2d but those configurations are statistically, when you pick city locations randomly, irrelevant.
Let me re-phrase: The time to find the optimum solution does not go down (unless you add further constraints on the structure of space as with the complete graph); however, the cost of missing the optimum strongly reduces with higher $d$ on average.