Areas versus volumes of revolution: why does the area require approximation by a cone?

In the case of volume, the error is second order (it is basically revolving a triangle with sides $dx$ and $f'(x)dx$ so is negligible compared to the cylinder which is first order. This is the same as the 1 dimensional case, where to measure area (the standard integral) you use rectangles but to measure arc length you need to integrate $\sqrt{1+f'(x)^2}dx$, which is the hypotenuse of the triangle.

The problem here is that volume behaves nicely under small deformations of 3D regions in 3D, but surface area does not. Similarly, area behaves nicely under small deformations of 2D regions in 2D, but circumference / arc length does not. You can see the essence of the 2D problem, hence the essence of the 3D problem, in the following: the length of the diagonal from $(0, 0)$ to $(1, 1)$ is $\sqrt{2}$, but if we approximate the diagonal by a "staircase" of horizontal and vertical lines of length $\frac{1}{n}$ and let $n \to \infty$ we get a length of $2$ instead.