At that altitude, the atmosphere doesn't shield you from radiation, you are closer to the Sun, so there is more of it, the planetary magnetic field just isn't there to compensate, the surface is inaccessible so you can't use it and, if anything fails, you fall to a fiery, corrosive death in minutes.

Not that it's not worth terraforming, eventually, but Venus is marginally better than a space station. Pretty much the only thing it offers is gravity.