Exactly, it's the way Android is. You can change the lcd.density, and there's an app in the market that'll allow you to change it as well... Can't remember the app's name, search for lcd or screen resolution.
Sounds like you prefer WinMo. It's not very finger-friendly, but fits a ton of crap on the screen. If that's your bag, have at it - no one is forcing anyone to use Android