It's correct as far as that residents of the Source have denser souls than those of the shards, but it's unclear what that means in practical terms. Our character doesn't seem to be physically stronger or "more solid" than the people (or monsters) of the First.

The difference or "gain" may simply be that in the event of a rejoining, as a Source inhabitant we will simply receive an additional soul-shard, while our counterpart in the shard would be erased from existence.