I was thinking about quantum superposition and stumbled into something that made me quite uncomfortable. Consider a qubit with Hamiltonian eigenstates $|0\rangle$ and $|1\rangle$. To each of these eigenstates we can associate a corresponding density operator;
$$\rho_0=|0\rangle\langle0|,\quad\rho_1=|1\rangle\langle1|.$$
If we then write the most general pure state in the Bloch coordinates we have
$$|\psi\rangle=\cos\frac{\theta}{2}|0\rangle+e^{i\phi}\sin\frac{\theta}{2}|1\rangle,$$
which corresponds to the density matrix
$$\rho=|\psi\rangle\langle\psi|=\cos^2\frac{\theta}{2}|0\rangle\langle0|+e^{i\phi}\sin\frac{\theta}{2}\cos\frac{\theta}{2}|1\rangle\langle0|+e^{-i\phi}\sin\frac{\theta}{2}\cos\frac{\theta}{2}|0\rangle\langle1|+\sin^2\frac{\theta}{2}|1\rangle\langle1|.$$
This clearly cannot be written as a superposition of $\rho_0$ and $\rho_1$. There's a pair of elements ($|0\rangle\langle1|$ and $|1\rangle\langle0|$) which is not generated when we take the eigenstates as a basis. This bothers me since it seems to imply quantum superpositions are not quite like addition in the underlying space. The cross terms seem to show up out of nowhere. By applying the definitions, the terms are there and the calculations work out. But can someone give me some intuition as to why quantum superpositions have that form instead of a simpler, more intuitive
$$\rho=r\rho_0+(1-r)\rho_1?\quad(r\in[0,1])$$