A tennis ball is practically air surrounded by structure to form a ball thus having an almost hollow internal portion. In the case of a golf ball, it is concentrated with the material from the inside out. So even though on average a golf ball would be much smaller than a tennis ball, it would have larger mass because of it concentration of solid to its core while in the case of the tennis ball, most of its space is occupied by air which is lighter than the solid of the golf ball.