Maybe they meant more of an O'Neill Cylinder, in which case you can step 'outside' onto the inner surface of the cylinder and not be in vacuum. Space habitats also have advantages over planets in that they're easier to move, they can be designed to not have adverse conditions like freezing cold, extreme heat and dangerous weather and you can build more of them.

If you step outside of Earth's atmosphere you're in the same vacuum, it's just a bigger step.

That's exactly it