The reason is because every cubic centimeter of pure gold has 19.32 grams of mass.
Another way to say that is:
"The density of pure gold is 19.32 grams/cm³ ."
If milk had the same density as pure gold, then a gallon jug of milk would weigh about 165 pounds ! You'd need your dad to help take it out of the fridge when you wanted to drink some, and when you put it back, you'd have to be verrry careful which shelf you put it on.