They still have approximately the same gravity, however, meaning either the planets are denser than any known substance, or that the Kerbal-verse has an increased constant of gravitation.
As they lack substance, they're tragically fragile without their energy shields, meaning they may be less useful than the sum of their parts if you're facing an enemy that can deplete shields.
Anything made of this substance is indestructible, meaning in game terms that it can't be destroyed or killed (although it can be removed through indirect means).