Referring to someone as dense is the same as calling them an airhead, despite the fact that density lowers the capacity to hold air. amirite?

Not at all. Dense people just don't understand an explanation, while an air head will understand but forget as soon as they're done listening.

Airhead means no brains, lacking a capacity to retain information. Dense means a thick skull meaning information unable to penetrate.

But an airhead is someone who doesn't think and a dense person is someone stuck in their ways or hard to get through to

If you put enough air into a small space under pressure, it becomes denser and eventually a liquid.