You're asking the wrong question: if you could build a giant space station into the side of a star, why wouldn't you? It makes the perfect tourist trap. Just think of the t-shirts!
Actually that explains the shops: you're not buying weapons but alien equivalents to keychains and bumper stickers. They're so advanced that they're weapons for you. Same with the enemies, they're actually harmless if you're a truly civilized entity. >D