For rock wool insulation, insulation is actually a fickle thing. And air is a good insulator. The problem is that it is too easy to move and start moving heat through convection. Ideally, insulation material should trap air so that it does not move around, using its poor thermal conductivity to reduce heat movement.
But on the contrary, most solids conduct heat better than air (of course, you can use exotic things like ceramics and aerogels, then the result will be different, but these are not building-grade materials), so you need enough medium to trap air, to the point that you start conducting heat through the solids that make up the fibers in the insulation material.
And why is this important? The density of the insulator is how much fiber exists per unit volume in the insulator. You need enough stuff to stagnate the air, but if you have too much material, you get into a situation where you have created significant heat channels through the insulation material. What you observe is indeed the opposite effect. If you want to minimize thermal conductivity, you should use a "reasonable" insulation density for your specific application, that is, the volume weight of rock wool boards.
So why doesn't everyone use the same density? Because usually different use locations also require different use considerations, such as structural rigidity or price point. Before you understand all the variables, it is difficult to know which insulation density is "better". At this time, we can refer to some existing rock wool board engineering application cases.
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