The first of those 12 is Emperador, a city of 692 people, so you have 692 people living very densely. Meanwhile, Paris, two ranks down, has more than 2 million people living at basically the same density. You'd need to account for that. The arbitrary nature of municipal and regional boundaries has always been the bane of comparisons of population density.
You could weigh the density by population (effectively giving you population²/area?! I'm not saying this is a good idea), and you'd get a top10 of Paris, Barcelona, Madrid, Bucharest, Berlin, Athens, Milan, Brussels, Vienna, Naples, which despite the slightly bizarre metric seems a more sensible ranking (Emperador is at the bottom rank), and which, to be fair, also features two Spanish cities.
But again, it's kind of a pointless endeavor, because of the arbitrary nature of the boundaries chosen -- why Paris and not Paris metro? etc. I guess ideally you'd have a function density(person) giving you the population density of any given person and you'd want to look at the distribution of that function, specifically the average per country of that function.
It's plain as day once you actually visit Spainish towns and cities (try a motorcycle tour, you can hit a dozen or more a day, I've toured Spain several times) and compare it with the UK (I lived in the UK for 15 years).
German towns and cities feel a bit denser than the UK (I live in Switzerland and visit Germany every month).