The main issue with the second method, which isn't discussed at all, is that it's more likely to pick a direction towards the corners of the unit cube. You can

The main issue with the second method, which isn't discussed at all, is that it's more likely to pick a direction towards the corners of the unit cube. You can even see that bias in the point cloud. The problem with choosing d uniformly is also better explained by pointing out that shells of larger radius have larger surface, thus they'll be underrepresented.