I don't think it would be particularly dense, it's just denser than the other air on Mars. Mars's gravity is less than Earth's, so the air will probably be less dense than the air over the arctic.

EDIT: According to https://en.wikipedia.org/wiki/Mars , typical atmospheric pressure on the surface is about 0.6 kPa, compared to about 100 kPa on Earth. That's a bigger difference than would be explained by gravitational differences alone, so probably the fact that there is just much less atmosphere is more important. Either way, it's substantially less dense than any air you're likely to encounter on Earth.