The growing number of well-characterized exoplanets smaller than Neptune enables us to conduct more detailed population studies. We have updated the PlanetS catalog of transiting planets with precise and robust mass and radius measurements and use this comprehensive catalog to explore mass-radius (M–R) diagrams. On the one hand, we propose new M–R relationships to separate exoplanets into three populations: rocky planets, volatile-rich planets, and giant planets. On the other hand, we explore the transition in radius and density between super-Earths and sub-Neptunes around M-dwarfs and compare them with those orbiting K- and FG-dwarfs. Using Kernel density estimation method with a re-sampling technique, we estimated the normalized density and radius distributions, revealing connections between observations and theories on composition, internal structure, formation, and evolution of these exo-planets orbiting different spectral types. First, the substantial 30% increase in the number of well-characterized exoplanets orbiting M-dwarfs compared with previous studies shows us that there is no clear gap in either composition or radius between super-Earths and sub-Neptunes. The “water-worlds” around M-dwarfs cannot correspond to a distinct population, their bulk density and equilibrium temperature can be interpreted by several different internal structures and compositions. The continuity in the fraction of volatiles in these planets suggests a formation scenario involving planetesimal or hybrid pebble-planetesimal accretion. Moreover, we find that the transition between super-Earths and sub-Neptunes appears to happen at different masses (and radii) depending on the spectral type of the star. The maximum mass of super-Earths seems to be close to 10 M⊕ for all spectral types, but the minimum mass of sub-Neptunes increases with the star’s mass, and is around 1.9 M⊕, 3.4 M⊕, and 4.3 M⊕, for M-dwarfs, K-dwarfs, and FG-dwarfs, respectively. The precise value of this minimum mass may be affected by observational bias, but the trend appears to be reliable. This effect, attributed to planet migration, also contributes to the fading of the radius valley for M-planets compared to FGK-planets. While sub-Neptunes are less common around M-dwarfs, smaller ones (1.8 Re < Rp < 2.8 R⊕) exhibit lower density than their equivalents around FGK-dwarfs. Nonetheless, the sample of well-characterized small exoplanets remains limited, and each new discovery has the potential to reshape our understanding and interpretations of this population in the context of internal structure, composition, formation, and evolution models. Broader consensus is also needed for internal structure models and atmospheric compositions to enhance density interpretation and observable predictions for the atmospheres of these exoplanets.