They've only been placed on thin atmospheric worlds below .1 atmospheres (which might have to do with Odyssey's features but if I were to guess from a realistic/lore standpoint it's using the thin air for cooling purposes), and while there might be one such body (Pluto? if seasonally, but it doesn't seem to be a landable even with Odyssey) in Sol I didn't see anything out of the ordinary in any of the obvious spots.
If cooling was a concern, doing it in a vacuum via radiation would probably be the least efficient way to do it. It would have probably served them better to park themselves on an appropriate ammonia world, and it would naturally keep prying commanders away as well, but then I guess we wouldn’t have a game.