While it seems difficult to me to imagine any mechanisms that would allow significant changes to the total amount of atmosphere (and therefore density) in geologically recent times (< 100M year), it's quite difficult to find direct evidence about it.
In 2012 Nature published a paper that calculated the air pressure (and therefore the air density) by noting the distribution of sizes of puddles formed by raindrops in 2.7 billion year old ash. The conclusion was that the air was no more than twice as great as it is today. This amount would be quite a bit for flying creatures, but would be almost completely insignificant for supporting the weight of large creatures.
As an example, a large elephant has a volume of slightly more than $10m^3$, and a mass of over $5000kg$. The buoyancy of the air only takes off the equivalent of about $12kg$ of that mass. Even an atmosphere 10 times the modern density would be little help in supporting its weight.