A significant proportion of the administrative area of Madrid is covered by fenced-off forests. Plus it covers other swathes of non-developed land and even most of its airport. The administrative area of Paris proper, on the other hand, is fully urbanised. See here for comparison:

+ Madrid: https://www.openstreetmap.org/relation/5326784

+ Paris: https://www.openstreetmap.org/relation/7444

London is a whole different animal. While Madrid and Paris are arguably "similar" cities in terms of urban design and residential density, London and UK cities in general are completely different.

Yeah, I don't think the density numbers quoted mean anything useful.