Have you actually felt a densely quilted quilt? Are you just assuming that it would feel like cardboard? I quilt mine pretty densely, and I don't think they feel like cardboard at all. I realize that we all have our preferences, so perhaps the best thing would be to make a small sample quilt, quilt it densely, and then see what you think about its texture and weight. You might like it. (I agree about using lighter weight threads, and the batting can make a big difference too.)