Again the list is not meant to be complete but I think it is good enough to give an idea of proportions
You are definitely the man. I am also a fan of geography (and former International Geography Olympiad participant) so I had made attempts at doing such a density study some years ago, I didn't do it because of my time constraints. But when a country gets more WHS I do think on how that will fare in the field of density. Specifically, I am looking forward at the time when Russia gets below the 1 site/500.000 km2 threshold (with its 35th site).
Regarding the list, taking out the very small countries (in area and population) it shows how great is the imbalance in WH representation between different regions of the world and different countries (there are extremely clear cases, like Peru, which has been discussed previously). Examples like that of Iran show that there is
potential for some previously very unrepresented countries to gain WH recognition for its significant sites (and there is still room for greater representation, as it seems).
In the case of my country, Costa Rica, it would fare in the middle-to-low density category, with 1 WHS per approximately 12.750 km2 and 1.200.000 inhabitants. I do think it has room for improvement.