It needs contour = TRUE for it to work as expected, e.g.:

ggplot() +
  layer(
    geom = ggplot2::GeomDensity2d,
    stat = ggplot2::StatDensity2d,
    data = faithful,
    mapping = aes(x = eruptions, y = waiting),
    position = ggplot2::PositionIdentity,
    params = list(contour = TRUE)
  )

Could GeomDensity2d default to contour = TRUE to match geom_density_2d defaults?

Likewise, GeomDensity2dFilled

I think that should be possible. Do you happen to have any interest in preparing a PR for this?

I'm not sure how to do this, sorry @teunbrand. I'm not familiar with how ggproto works

No worries, that is totally fine! We'll get around to this at some point I think.

I'm not saying you should have a look at these, but if you happen to be curious, these are some starting materials to peruse:
https://ggplot2-book.org/internals.html#sec-ggproto
https://ggplot2.tidyverse.org/articles/extending-ggplot2.html
https://ggplot2-book.org/extensions.html