Are some 3D objects "solid"? Do they have internal density? If so, when, and in which file formats?
Assuming what you’re referring to is this Slicer and the models are the ones produced by its Model Maker module: it looks like it’s creating hollow, surface-only models.

Specifically, judging by the crunchiness of the mesh shown in the top right of this screenshot, it looks like it’s using marching cubes to create a mesh from the isosurfaces at given density thresholds in the volume.
Most 3D model formats—especially the ones used for real-time rendering—are surface-only; as graphics hardware gets more powerful, though, there’s been wider use of volume rendering, often via raymarching, to render volume data directly rather than having to go through the intermediate meshing step. One common format for volume data is OpenVDB; it’s also possible to embed such data in Alembic files.