What factors determine the atmospheric density on various planets and moons? Some larger bodies have less dense atmospheres, while some smaller ones have a more dense atmosphere.
Most simply, the density is determined by the number of molecules, the surface area of the planet, the temperature, and the gravity. But it sounds like what you really care about would be called the "column density", which depends only on the number of molecules and the surface area, and you are wondering why there is not some direct correlation between the two.
I would say that the reason you don't see a clear correlation is that atmospheric gas generally comes through the surface of the planet, so all else being equal, you'd expect all planets to have the same column density. But all else is not equal, because you have issues of how volcanic is the interior (so how much gas gets liberated), and how much escape into space happens. The amount of volcanism is higher for bigger planets (they take longer to cool), and bigger planets also have stronger gravity and cling better to the gas, so one might generally expect larger planets to have higher column density (and indeed the Earth and Venus have higher column densities). But a higher temperature will lead to escape, and a lower temperature will lead to freezing out many of the species, so temperature is a key factor as well. Magnetic fields can also play a role, by protecting the atmosphere from being stripped by the stellar wind, and it's still not real clear what planets will have strong fields (Earth) and what planets won't (Venus, whose interior is almost the same as the Earth but doesn't spin much). Finally, you can have even more complicated effects, such as the way Earth's oceans have dissolved and locked up carbon dioxide. So when there are a lot of potential factors, you can expect a lot of variation.