What exactly is textural density??

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.

“Realism” has everything to do with the correct expression of the naturally occurring harmonics (overtones) in the timbre of musical instruments. Audio equipment does not discriminate. If a piece of audio gear does not correctly reproduce the natural tonal (textural) density of a cello (to use bdp’s example) it will, likewise, not express the natural tonal density of an upright bass playing in the same range as a cello. They may each have different harmonic signatures overall, but any deviation from “realism” in a particular frequency range will impact another instrument playing in that range to one degree or another. Mahgister speaks to this Re “timbre”.

Djones, I agree with you, but I will give the reviewer the benefit of the doubt. “Tonal density” is a better term to describe what I think he is trying to say. Musicians use this term when discussing “timbre”.

Another term used in place of textural density---in particular by Sam Tellig---is "more 'there' there". The greater the textural density, the greater will the timbre of an instrument or voice be revealed.

Ray Charles', Howlin' Wolf's, and Aretha Franklin's voices have much more of it than do that of, for example, Brian Wilson, Graham Nash, and Karen Carpenter. We white's may benefit from some advantages, but when it comes to singing.....:-) .

What? No mention of Bing Crosby's tonal density? He has it in spades. :-)