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Why should we not call space stations worlds? I think that space stations are in many aspects superior to planets - production can take place in zero-g which means lower energy cost for moving things, lower cost of transportations, higher quality metal alloys etc. There are some disadvantages of course.
But my main point is that the main reason we stay in this piece of rock is that it is huge gravity well and it's very expensive to get out of it. What is the point of getting out of gravity well and sinking our duds into other gravity well, if we can use the available energy MUCH more efficiently in space-station manner.