I think that’s because population density is notoriously hard to measure. The problem is that most countries have a mixture of big cities, rural areas, and uninhabited wilderness. Taking the total population and dividing by the total land area does not tell you anything useful about the actual proximity in which most people live in a country.

On that scatterplot you linked, Canada is way down there in terms of population density. Yet the vast majority of Canada’s land area is uninhabited wilderness to the north. Most Canadians live within a narrow band of cities running parallel to the U.S. border. In addition, a significant minority live in many scattered rural areas outside of that band.

So the question is: how do you measure Canada’s true population density? Do you only look at the high density band? Or do you include the rural areas? Where do you draw the line between rural and wilderness? There’s no easy answer.