What exactly is textural density??

I forgot to say that some source can give a better "textural density" impressions  than some other source for sure...But in some room better also than in some other room....In some electrical house grid better than in some less controlled other one, then context is a factor very important not only the specific  electronic design.... But reviewers must sells what is it there  to sell .... They dont sell their room, nor their electrical grid....  
😁
The perception of "textural density" is an acoustical phenomenon and a musical one first, not an electronical design one....

The more I consider the question, the more I like @oregonpapa's example of a cello or upright bass played with a bow. My sister played cello, and I've played with a couple of acoustic basses, so I'm pretty familiar with the sound they produce. The catgut strings on a bow, pulled across the strings of a cello or bass (or violin, for that matter; I've also performed with a couple of fiddle players) produces a very physical sound ( a "scraping"-type sound), one possessing lots of texture (think of running your hand across a deep pile carpet, or a loose-knit sweater ;-) .

Textural density relates to the amount of the "physical" sound of an instrument or voice, as in not just the sound a drum produces, but also the sound of the wood or plastic tip of a drumstick striking the drumhead. The friction between the stick and head creates a sound of it's own, a textural detail. Direct-to-disk LP's are superior in their ability to reveal such texture. Textural density is the opposite of "whispiness", which is the lack of physical "presence". A ghostly apparition, without physicality.

^^^

 BDP24 is correct. Textural density, when it comes to music really has to do with the individual instruments. It is that ultimate realism that we are all after ... or should be after with our audio systems. If your system is resolute enough, you can hear it in vocal cords, bowed strings, struck vibraphones ... and even notes as they are being bent by an expert harmonica player. You know it when you hear it.

Frank

This is precisely what is called "instrument timbre", each instrument playing the same note giving his own specific "textural density"....

Instrument timbre perception is  one of the most important factor to analyse to reveal the accuracy of an audio system....    

It has to do with the music composition itself not the reproduction of it nor the playing,. This reviewer blabbering about textural density through headphones doesn't know what he's talking about.