Population density absolutely matters, because when an ignorant person looks at an electoral map, by county, it looks like a couple small blue dots in a sea of red. If the wrong person shows them that map, it can become pretty simple to convince them that Democrats are cheating them because, “just look at all that red!”
It is also about how districts in larger, more empty states, use that mostly empty area to gerrymander their blue population centers. You can’t do that in smaller, highly dense, states.