A wanawas Physicist
Tiggermonth, I guess from your comment you have it now! As said above it is basically the molecular weight of the particular gaseous particles that is important and density = Molecular mass/volume. If you have X particles in a given volume, then that solid/liquid/gas has a certain density. Replace some of those particles with lighter ones (but still keeping the same number x), then the mass has reduced and hence the density.
Where your comparison with sponge has gone wrong, is that if you consider the dry sponge to be a container, its just containing air molecules (ignore the sponge material). When you add water you are replacing an air molecule not with a single water molecule (of less mass) but a collection of water molecules that are so tightly coupled, that they are in the liquid state and in effect the volume occupied by the single air molecule has been replaced by many water molecules, but still only using the volume of the original air molecule.
As an aside if you are slightly confused about the H20 molecules being in a liquid or gaseous state, its all down to the energy that the molecules have. Molecules are bounded by weak forces (convalence bonds) when in a liquid state. If you give the gas energy (by heating it) the molecules are able to break these weak bonds and the liquid changes to the gaseous state. Hence why clouds from at a certain height. The height at which the temperature drops to a point that the water molecules do not have enough energy to maintain broken covalence bonds, hence the water molecules return to the liquid state as water droplets forming the cloud.