Earlier quoted context omitted.
Dense atmospheres also make it much easier to enter, descend, and land (EDL), since they can be used for drag parachutes and atmospheric braking. The atmosphere on Mars by comparison is awful for landing spacecraft. It has just enough density to jumble the craft's trajectory, so vacuum-based EDL techniques similar to the moon landing are impossible, but it's too thin for atmospheric EDL systems similar to those used…
I wonder if it would also make it easier to exit--having dense atmosphere and low gravity. It might be possible to easily fly a rocket on the underbelly of a low-powered aircraft and launch it from the upper atmosphere.
Atmosphere (especially a dense one that causes drag and heating) makes achieving escape velocity harder, as you need to actually do it 'high up' where the atmosphere is not as dense, say from something similar to Low-Earth Orbit.