GH has already given an excellent qualitative answer, but for those interested in background and the quantitative aspects:
Rankin was (I believe) the first to consider the density of sets without $k$-term geometric progressions. There has been some work on this - see for example the paper 'On sequences without geometric progressions' (Integers 13 (2013), Paper No. A73) by Nathanson and O'Bryant for some further references.
To answer the initial question, there is a nice short argument due to Brown and Gordon (On sequences without geometric progressions, Mathematics of Computation, 1996) that proves that if $A$ has upper density $>1-2^{-k}$ then it contains a geometric progression of length $k$:
Suppose $A$ has no geometric progression of length $k$ and let $N$ be large. If $a<N/2^{k-1}$ is an odd number then at least one of $\{a,2a,\ldots,2^{k-1}a\}$ is missing from $A\cap \{1,\ldots,N\}$. There are $N/2^k$ many different such $a$, and each set is disjoint for different choices of $a$, and hence there are at least $N/2^k$ integers missing from $A\cap \{1,\ldots,N\}$ - therefore $\lvert A\cap [1,N]\rvert/N \leq 1-2^{-k}$.
Brown and Gordon also note that, as $k\to \infty$, the optimal density for a set without a $k$-term geometric progression converges to $1-2^{-k}$.
For fixed small $k$ there have been some improvements - most recently in the above paper of Nathanson and O'Bryant, who proved that if $A\subseteq \mathbb{N}$ has upper density
$$ > 1-\frac{1}{2^k-1}-\frac{2}{5}\left(\frac{1}{5^{k-1}}-\frac{1}{6^{k-1}}\right)-\frac{4}{15}\left(\frac{1}{7^{k-1}}-\frac{1}{10^{k-1}}\right)$$
then $A$ contains a non-trivial geometric progression of length $k$.