I am one of the users who voted to close the question for the reason given in the close banner:
This question appears to be about engineering, which is the application of scientific knowledge to construct a solution to solve a specific problem. As such, it is off topic for this site, which deals with the science, whether theoretical or experimental, of how the natural world works.
My view of this comes from the main part of your question
Can we theoretically build a material which is light enough or high enough (or both), that can levitate just due to the difference in pressure on the top vs. the bottom...
The specific problem you are trying to solve is "building a material that can levitate due to differences in air pressure between it's top and bottom". Your question is not about understanding any physics concepts. It actually looks like to me that you are knowledgeable about the physics concepts you are wanting to apply here.
To specifically address points you make in this meta post:
I think that's definitely a thought experiment discussing the underlying physical principles
Being a thought experiment doesn't guarantee that a question will be on topic for PSE. Additionally, asking if such a material can be made isn't really a thought experiment in my opinion. And as I mentioned above, I don't think your question is really asking about any underlying physical principles. It starts with physical principles and asks how to apply them to solve a materials problem.
I thought one can understand that the questioned material is not supposed to exist in the real world...
Typically questions that ask about non-physical things are not on topic for this site either, so I would not go this route. Although as seen in answers to your question, one could argue such materials do exist in the real world.
...and the question is meant as testing the edge cases of some physical laws
I don't see in your question where you ask about testing edge cases of certain physical laws. I'm also not sure what you mean by "edge case", as I wouldn't consider objects being buoyant in the air as anything "on the edge".
How can I make this clear in my question?
If your question was asking about how buoyancy works, how differences in pressure causes objects to float, how strong the buoyant force is for objects of a certain volume in air, etc. then your question would be more on topic for this site (assuming there weren't other issues, like a duplicate question, coming across as a low-effort homework-like question, being opinion based, etc.). In other words, your question needs to be about understanding physical principles.
Can I ask the users responsible for closing the question for what reason they decided to to so?
Yes, you can, but they aren't required to answer. The best you can do is ask in comments or here on meta. If no one else answers though then there isn't much else you can do. However, the close banner is supposed to be an explanation at least for what the majority of users who voted to close were thinking.