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Because physical properties have a lot more resistance than chemical properties. Thickness is a physical property because it doesn't have reactivity. If I took a shoe and threw it at my friend, he would grow a bump on his head. That would be a physical property. The same thing applies here. A Feather is a chemical substance, and Iron is a physical substance. A Feather is more dense, and has less mass. Iron is less dense, and has more mass. The answer is simple: Different subsctances have different melting points and boiling points, therefore feather samples weigh more than iron samples.

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Q: Why feather samples weigh more than iron samples?
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