A bar could be classified as half-way between a cookie and a cake, I guess. You are right that they are more dense than a cake (for example brownies are often classified as a bar), but some (Nanaimo Bars, Lemon Bars, etc.) do not resemble a cake at all as they have a cookie like base.
Hope that helps a bit. I could go on forever on the subject
I once dated one of those.