According to the kinetic theory of matter the particles in gases
1. Are not close to each other but are spread far apart from each other;
2. Are not held in any fixed positions;
3. Have very weak forces of attraction between each other, lesser than liquids;
4. Have a lot of kinetic energy and can move freely in all directions.
Since the particles in gases are far apart there is a lot of space between them. Therefore, they can be forced to get closer or in other words can easily be compressed.
Light, sound, heat etc. are not matter. They are different forms of Energy.