The integers and the rationals have the same cardinality, but the rationals satisfy the property that:
$$ \forall p,q\in\mathbb{Q},\quad \exists r\in\mathbb{Q}\quad \textrm{s.t.}\quad p<r<q, $$
while the integers don't.
Is there a term for this property?
Such an order on a set is called a dense order.
The notion of dense in topology is closely related to the one in order theory. See this answer.