There's no good reason why they'd make the air thin inside their home, unless Asura has thin air
Actually, a Thin atmosphere as an internal feature makes a lot of sense, compared to a Standard atmosphere.
Lower atmospheric pressure means less stress/strain on containment by structural confinement (whether we're talking planetoid or metal hull). A lower but still survivable atmospheric pressure makes any kind of engineering (natural and/or artificial) for containment of that atmosphere less demanding and therefore more reliable due to a reduced risk of pressure leaks.
What you could be looking at is a "large planetoid hull" type of situation where the planetoid has been "hollowed out" for habitat spaces and the habitat spaces are pressurized with a Thin atmosphere so as to not overly stress the planetoid "hull" and reduce the risk of pressure cracks creating fissures to the surface through which the internal atmospheric pressure could escape, depressurizing the entire habitat.
So the Thin atmosphere, rather than a Standard atmosphere, would have been an engineering compromise made for structural integrity reasons.
With a Thin atmosphere, you could use up to 80% of the interior volume without compromising integrity (Planetoid hull standard).
With a Standard atmosphere, you could only use up to 65% of the interior volume without compromising integrity (Buffered Planetoid hull standard).
With a Dense atmosphere (just to round out the thinking here), you would need what amounts to an Armored Buffered Planetoid hull ... meaning an even lower volume available for the interior habitat.
Can a Size 0 have an atmosphere?
As far as I remember, size: 0 is required to have no atmosphere or hydrographics (LLB3.81, p7).