They 'can' be compressed. They are VIRTUALLY incompressible. But think about it, if it was compressed, it would be a solid (as the density would have increased)
They can not be compressed in the traditional sense of the word because the molecules are still 'touching' and air spaces are contained within the gaps, whereas a solid structure has no air spaces, and no scope for compression.
Just think back to thise simple '3 states of matter' diagrams, and it should be clear.