On the whole, things are more closely associated to each other in longer sentences than in shorter ones, which chop things up. This is obvious enough in structures like:
But even when things end up in different sentences, they flow more easily into each other than when they are all chopped up into short sentences. ("Short" in this context meaning five words or fewer. You can still have sentences short enough to avoid getting lost in them without chopping up the work.)
Short sentences lay things out by themselves, which is good for emphasis, but there's nothing I've found in writing where the law of diminishing returns kicks in more quickly. In short order it turns choppy.
You get much the same effect with paragraphs. A break lends emphasis, as long as it's not resorted to too often. Then, large chunks of text can look formidable all by themselves. Short in paragraphs as in sentences doesn't mean jaw breaking.
And then there are scenes. It's best to have your scene do as many possible things as you can stuff into it, which will give you longer scenes but fewer of them, and so be more economical in the long run. They also give you space to dilate on the more important matters, and so give them more weight in the scheme of things.
On the other hand, ending a scene is an excellent way to emphasize the last thing in it, and it can get really interesting when you have more stuff to stuff in. Scenes that drag after drama lose their impact quickly unless you build it up to a new climax.