It's because density is an intensive property. 

Density is equal to the mass of an object divided by its volume.  If you double the mass of a material, the volume of the object will also double.  For example, consider a marshmallow that weighs 0.5 grams and has a volume of 1 mL.  The density of the marshmallow is 0.5 g/mL.  Now, let's imagine we have to find the density of two of these marshmallows put together.  The density would be 1 gram / 2 mL, or 0.5 g/mL.