The molecules are far apart. They bounce off of each other and don't stick together, so there is a lot of space between them. When they are squished closer together it just means that the run into...
because the atoms are so spread apart, that they can be moved closer together. liquids are to close together, and solids are so close they can't even change their shape.
All gases are compressible (even all fluids and solids are, though much lesser), so there is no special name needed for this group because it is not special.