What is incompatible with Rhino is to try to make e.g. a tennis ball by creating a sphere inside another sphere where they don’t touch at any point. Rhino is a surface modeler an as such has no knowledge of material within the surface(s). A Rhino solid is simply a water-tight skin of surfaces with no interest in what is inside.
So a solid within another solid isn’t read by Rhino as a thin shell but as two concentric solids.
You can make a shell, but there must be a connection between the inner and outer surfaces. So if there is a tube that connects the 2 spheres and is joined to both, then Rhino can read that as a shell.
You will probably need to do this for 3D printing in any case. In your example our 3d printing software will ignore the inside polysurface and print the outside one as a solid mass. You need to have connection between the inside and the outside.
You can do this with open polysurfaces with the Offset Surface or Shell commands.