The filler material (typically a piece of leather) is needed to ensure the parallelism of the base with the rest of the tfilin, as the base is typically not thick enough on its own to be parallel.
There are special tfilin made in one piece but they are more expensive. See here for instance under "One Piece" and "Hardened" Tefillin.
I remember researching this before buying my son's tfilin and I didn't find a halachic opinion that considered this a hiddur (beautification).
Addendum: I have further looked into this. R Reuvain Mendlowitz in his book Inside stam (p. 172) writes
There is no halachic advantage to mikshah echad battim. The truth is
that their supposed superiority is one of the great myths of the
Nevertheless the quality of mikshah echad battim is often superior
[...] as those who make mikshah echad battim are usually careful in
many other halachic areas as well.
He brings a number of references incl. R Elyashiv. See also the very end of this article from R Moshe Flumenbaum in Hamodia.