Tldr: When you ride on a sidewalk, the risk of a driver hitting you at a driveway or intersection goes up substantially. That outweighs most of the other risks of being on the road itself in those studies.
Although it’s also worth pointing out that context and road design matter too. Speeds, the number of trees and shrubs by the sidewalk, and urban streets vs suburban stroads matters a lot.
There’s a reason that protected bike lanes aren’t just a sidewalk.