The Mote in God's Eye had an interesting description of a star like that, including a starship going fairly deep into it and mentioning that the transition was barely noticable.

How is that possible? And how can that be determined? I'm both intrigued and in disbelief. Does it not collapse due to internal pressure from fusion reactions? Is that just heat, or radiation pressure too? Have I just answered my own questions?

It's important to note that the average density is low, it doesn't mean it's uniformly that dense. I cannot speak for this star in particular, but a lot of variable stars expand and contract so fast that material actually bounces off of it sending out a shell that may or may not re-coalesce or continue going off into space. The shell continues to glow due to the heat it already had, and the heat it receives from the main part of the star.

Their atmosphere can be thought of as 'hot near-vacuum'.