Low gravity and an almost complete vacuum are both huge challenges. Traditional construction of almost all structures on earth are engineered by necessity to compensate, use, and account for much stronger gravity. Add high-pressure liquefied gasses, huge temperature swings unlike anything on Earth, and the additional radiation. You not only have to build and run such a structure under those conditions, you have to use a ridiculous amount of safety precautions and redundant systems to guarantee the system won't fail catastrophically.