Steel bodywork on modern cars is typically galvanized very thoroughly and/or given other protective coatings prior to painting, so dents generally aren't at risk of rusting. That said, people tend to not like having even cosmetic damage to their cars. It's reasonably easy to hammer out, fill, prep, and paint dents in traditional bodywork, but bare metal doesn't really have that option (especially if, as Elon Musk claims, it's significantly work-hardened--I am somewhat skeptical about that, since it could significantly reduce crashworthiness without a ton of engineering).