Density here is a bit misleading. For example density of galaxy cluster is low because there is so much space between it. It does not mean all the material inside has low density..
We cannot observe beyond Event horizon, so we use diameter of event horizon to measure volume. Actual matter will be in a smaller volume.
To understand why large objects need smaller densities for black holes, look at escape velocity equation.
$$v_e =\sqrt{\frac{2\,G\,M}{r}}$$
If ratio of M and r remains constant,escape velocity remains constant. If you keep the density same and increase the diameter, Mass increase cubicly. For example if you increase radius 10 times mass will increase 1000 times and escape velocity will increase 10 times.
So a linear increase of escape velocity with increase of mass, if density remains same (which won't happen). The exact relation of density of escape velocity and density is
$$v_e \approx 2.364 \times 10^{-5} r \times \sqrt{\rho}$$
Thus super massive black holes have low density inside their event horizons, but this does not reflect density of material.