Gas is easier to compress than liquid because liquid must fit within a fixed volume, while gaseous molecules and atoms can spread out an infinite distance. The comparatively greater space available between gas molecules and atoms makes compression much simpler.
Consider a gallon of milk. Taking the lid off the container does not cause the liquid to leave the jug because gravity plays a role in holding the liquid in place. If milk were a gas, though, it could float out the open top of the gallon jug. The same mass of a gas expands or shrinks to fit containers of widely different volumes. However, it is very difficult to convince that gallon of milk to fit in a half-gallon carton. In contrast, it is possible to fit gas from a container that holds 600 liters into a 3-liter cylinder.
Pouring milk out of the container onto a counter allows the milk to go any direction. However, the spreading puddle of milk does not change in density; it only changes in shape. Letting gas out of that same jug would change the density as the gas would spread to fill the larger space of the room. Similarly, cramming that gas into a cylindrical tube would increase density significantly, an action not possible with liquids.