The words you're looking for are "viscosity" and "drag"
Viscosity is a physical measure of how resistant a fluid is to deformation. This animation from Wikipedia should make it more apparent. The viscous force is given by: $$F_v = \mu \frac{dv}{dy}$$ where $\mu$ is the coefficient of viscosity. This term is primarily dependent on the density of the fluid and any intermolecular forces between it's constituents (along with the temperature.)
Your analogy of pushing heavier molecules is actually incorrect. Water is primarily composed of $\require{mhchem}\ce{H2O}$ which has a molar mass of 18 g/mol, but air is (primarily) composed of $\ce{N2}$ (28 g/mol), $\ce{O2}$ (32 g/mol) and $\ce{CO2}$ (44 g/mol) which are are each heavier than water.
Common intuition however points out that it is easier to tread in air than in water, so this argument is flawed.
We instead make use of the fact that air is far less dense than water for a given volume. Water molecules also exhibit hydrogen bonding, a significant intermolecular attractive force. In accordance with the equation, we find that water exerts a much larger viscous force than air because of it's higher coefficient of viscosity
In accordance with Newton's Second Law, the resulting acceleration reduces, making it "harder" to move objects using the same constant force. $$ F - F_v = ma_x$$
This assumption is only justified when the flow is laminar. For fluids with higher values of the Reynold Number, this viscous force becomes less dominant, because the flow becomes turbulent (Thanks @Rick for pointing this out)
The force of drag is a model of resistive force for an object moving through a fluid. It is given by $$R = \frac{1}{2}D\rho Av^2$$ where $D$ is the drag coefficient, and A is the cross sectional area of the moving object measured in a plane perpendicular to its velocity.
This resistive force, clearly increases with the square of the velocity, and is bound to play a dominating role when you push through a fluid (like in your example). Once again, you can use Newton's second law to show how this makes it "harder" to move through:
$$F - R = m. \frac{dv_x}{dt}$$
For reference, the coefficient of viscosity for water is $8.90 × 10^{-4} $ Pa.s and for air is $18.1 × 10^{-6}$ Pa.s
Hope this helps.