Yes, my pleasure. So liquids and gases are distinct thermodynamic states of matter (so are solids). We call liquids and gases "fluids." The reason why we do so is because both obey the same physics: fluid dynamics. It turns out that the equations which describe what liquids will do are the same as those which will determine what gases will do. That is incredible, and not entirely intuitive, but is evidently true.
Do take heed to make the following distinction: liquids and gases behave the same dynamically (the only difference being density), so we can discuss both using Newtonian Dynamics (or Lagrangian, if you prefer).
Liquids and gases do not necessarily, however, behave the same thermodynamically. They are different states of matter with different properties when it comes to heat and pressure (and other thermodynamic variables). Indeed, as you have noted, liquids are often incompressible, which makes them useful in hydraulics. Gases, of course, are quite compressible.
Does that help?