2why you want one
Almost everything with a sky theme runs through this station: the skyware furniture line, the cloud blocks that behave like solid tiles, and the decorative cloud variants that turn up in most floating builds. If you are building anything above ground level, having one is the difference between improvising and having the actual parts.
two ways to get it
Floating island chests carry it often enough that a few islands usually settle the question, and looting them is worth doing regardless. If you have already unlocked the Steampunker and cannot face more island hopping, she will sell you one, but only while you are talking to her up in space, which in practice means moving her into a sky house first.