Couple of reasons, A: makes for a more difficult build, and B: it won't make as good an insulator as you would think due to convection currents being able to circulate in the relatively large open space of the air gap. If you are using a commercial dense refractory, the freestanding inner form wouldn't be too difficult to do, but with homebrew it would probably be more trouble than it's worth. For your first furnace, just keep it simple. If all you are aspiring for is aluminum with the occasional bronze melt, a monolithic furnace lining would be easiest to construct and will give very satisfactory service. I think I mentioned it in a previous post toss in some foam beads for insulating ability, even sawdust would work. Anything that will burn out and leave small voids will be okay. Like with everything else in life, it's easy to overthink something, keep it simple and build the vaccuum-flask plasma fired unobtanium melter for a few furnaces down the road.

The quicker you build your furnace, the quicker you can post pics of your metal mayhem for us.