Rhino is a nurbs surface modeler.
Surfaces, not solid. There are no real solid inside rhino.
Think about it as the difference between a solid wood cube and a paper cube (made from 6 paper squares). Rhino can make the paper cube.
Polysurfaces: where many surfaces that share an edge “joined” together.
You can’t have a hollow polysurface, because the interior set of surfaces doesn’t touch the external set.
You need to make a “bridge” to connect the inside to the outside.
See this post Creating a hollow 'solid'