Structural rigidity in space is 99% tension and 1% compression, due to the lack of gravity, and I'm being generous to compression here. Rock is good at hold it

Structural rigidity in space is 99% tension and 1% compression, due to the lack of gravity, and I'm being generous to compression here. Rock is good at hold itself up against gravity, but is very poor at retaining an atmosphere compared to, say, UHMWP aka Dyneema. Hollowing out an asteroid is more about raw materials and micrometeorite/particle shielding, both of which a slushy will provide in abundance.