Hi AwkwardSleeper,
Density … not weight … and in particular polymer density is the most important factor in durability (density is weight per unit volume) but the more specific answer to this would require a course in materials science or polurethane foam chemistry which is outside the scope of the forum. The “simple” answer is that polyfoam with a higher density has more material, thicker and stronger struts in the foam cells, and less air. Density is not directly connected to firmness because both lower density and higher density polyfoam can be made in a wide range of firmness levels from very soft to very firm but in addition to durability it is also more closely connected to the compression modulus of the foam (the rate that a material becomes firmer with deeper compression).
If you are interested in learning more technical information about polyfoam then a good place to start would be the Polyurethane Foam Association site here or the American Chemistry Council site here and in particular the links in post #5 here which discuss the relationship between density and durability.
There are more links with even more detailed information yet about polyurethane foam in post #2 here.
Phoenix