Based on the sample data of 149 cities in ten major urban agglomerations from 2004 to 2019, the entropy method, Dagum Gini coefficient, and three-dimensional kernel density estimation method are used to calculate and describe the spatial pattern of the high-quality, sustainable economic development of these ten major urban agglomerations. We then use the spatial econometric model to estimate the β convergence trend within the urban agglomerations and among the urban agglomerations at different levels. Our main findings include the following: First, the urban agglomeration tends to develop a high-quality economy, but the gap between the urban agglomerations can be large. Second, although the gap within the overall group of urban agglomerations is expanding, the gap between high-quality individuals and the average is constantly shrinking; the gap between groups is still the leading cause of the spatial gap, with a contribution rate of 70.51%. Third, all urban agglomerations have an absolute and conditional β convergence trend, and the convergence speed presents the characteristics of “high level slow, low level fast”. Government intervention, financial development, urbanization, and human capital contribute to the high-quality, sustainable economic development of each urban agglomeration. There is a heterogeneous influence; there is also absolute and conditional β convergence among urban agglomerations at all levels, and the convergence rate presents a gradient characteristic of “third level > second level > first level”, and by balancing the financial relationships between city groups within each level, development differences can promote the dynamic coordination of high-quality, sustainable economic development rates.