Here's why:

* Density is mass per unit volume.

* Sulfur is a relatively heavy element. Its atomic mass is 32.06, which is higher than many other common elements.

* Sulfur exists in different forms (allotropes), but even its most common form, rhombic sulfur, has a density of about 2.07 g/cm³.

For comparison, water has a density of 1 g/cm³, and air has a density of about 1.2 kg/m³ (which is 0.0012 g/cm³). Therefore, sulfur is denser than both water and air.