the meaning of a word depends on the context it is used in. If I already stated "smaller", I would not need to say dense as well, unless dense meant something else. As you point out, stating capillaries become more compacted in substance, does not make sense, whereas the other meaning of dense does, so the context and meaning of the word should be clear... however, as there appears to be a consensus that you should read stuff without considering the context... I meant dense as in stupid... your capillaries become more stupid... great! internet validation for all you.
With the above examples there is a clear difference between sprinters for short distances like Ussain Bolt, which relies primarily on anaerobic fast twitch muscles (which generally get much bigger) as opposed to marathon runners which rely on aerobic slow twitch muscles which are a lot more about efficient blood supply, so they don't get as big, and if you were a power lifter, and switch, yeah, your muscles will get smaller.
With the above example, how come Ussain Bolt the fastest man alive isn't winning all of the marathons and every endurance race ever.... maybe because... your capillaries become more stupid...
Really I don't care enough at this point.. for the OP, you may find this guy useful for home exercises and general info, I did, back before my family and old age. He has posted everything on nutrition, exercise on weight loss, all for free.
Scooby's Home Fitness And Bodybuilding Workouts