The idea is that you would use breathable air as the lifting gas to prevent this problem. The pressure difference would be low enough that it would take an event that would be fatal to everyone anyways to cause a rapid drop.
In my understanding the biggest issue is getting the mass of the structure there as you can't easily mine the surface and it doesn't have any moons to get a bulk of the material from, so you would have to wait for asteroids of the right type to be in position to mine on your way there.
At that altitude, the atmosphere doesn't shield you from radiation, you are closer to the Sun, so there is more of it, the planetary magnetic field just isn't there to compensate, the surface is inaccessible so you can't use it and, if anything fails, you fall to a fiery, corrosive death in minutes.
Not that it's not worth terraforming, eventually, but Venus is marginally better than a space station. Pretty much the only thing it offers is gravity.
In my understanding the biggest issue is getting the mass of the structure there as you can't easily mine the surface and it doesn't have any moons to get a bulk of the material from, so you would have to wait for asteroids of the right type to be in position to mine on your way there.