Step 1: Split properties into two families.
Some material properties come straight from the strength of the atomic bonds and barely notice what the microstructure looks like, these are structure insensitive. Others depend heavily on grain size, dislocations, and other defects, these are structure sensitive.
Step 2: Test each option against this split.
Density just depends on atomic mass and packing, specific heat comes from atomic vibrations, and thermal expansion comes from the shape of the interatomic energy curve, none of these three change much if you refine the grain size or add a few dislocations.
Step 3: Focus on yield stress.
Yielding happens when dislocations start moving freely through the lattice, and that motion is controlled by obstacles like grain boundaries, solute atoms, and precipitates. Change the microstructure, for instance by grain refining or precipitation hardening, and the yield stress changes dramatically even though the atoms and bonds are the same, which is exactly what makes it structure sensitive.
\[ \boxed{\text{Yield stress}} \]