Get bigger tires and sidewalks, rocks etc. won't be a problem for you. Unless you're racing or traveling cross country, there is no reason to ride on skinny tires.
Sidewalks are a dangerous place for bicycles. That's why sidewalk bicycling is illegal in so many places. I have fat tire bikes. I use them off road. I use my bikes with road tires when I ride on the road.
Why do you ride on the road?
To get to where I am going. The same reason I drive on the road.