I think Madagascar has lots of people (despite the sneaky baobab picture at the top of the quiz). But I think the Denmark / Greenland comment is fair. Either Denmark should make the quiz for North America (split by continent), or the comments should explicitly exclude external territories.
I always feel sad for greenland, always the outcast, not included with greenland and not considered on its own... like that piece of the world doesnt exist.
I agree with Greenland not being counted, since it is a territory and not part of the country. That being said, France should be number one on the least densely populated list for South America, as French Guiana (as much a part of France as Alaska or Hawaii are of the US) has a population density of 3.55 per km^2.
I find it hard to believe that Chad is more densely populated than Gabon, e.g. It just seems geographically impossible. Chad is huge, and it's basically just Tuaregs on camels in the desert!