For a shaft carrying primarily torsion loads, it is the outer elements (greatest radii) that carry the highest stress, so the center core elements contribute little to the function of the shaft. Might as well get rid of the core, make it tubular, and enjoy a better strength-to-weight ratio.
(same may be said for compression struts with column loads i.e. bending)
"Simplicate and add lightness" - William Stout, designer of the Ford Tri-Motor