The shells were the predominate picture of the cosmos. If I remember, it's how Lucretius describes the cosmos/mundus.
Instead of just asserting that, let me give some Lucretian citations with commentary:
1.205: he (Epiurus) fared afar, beyond The flaming ramparts of the world (flammantia moenia mundi), until He wandered the unmeasurable All. To me the "flaming ramparts of the world" are exactly the outer shell of our cosmos/world-system described by other philosophers of the time. The outer shell - the outer wall/ramparts - are on fire. That's what makes the stars shine. 2:1144 also uses the "ramparts/walls of the world" moenia mundi
1.951 (the spear story):
When Lucretius talks about throwing a spear into the void, he's talking about the universie as a Whole, not just the cosmos. The ALL goes on forever to infinity. Our cosmos is bounded. The spear would just keep going into the infinite universe.
I also find it interesting in relation to what's lost in translation sometimes. Lucretius uses both mundus and terra and these are both translated "world" but it seems to me that mundus = cosmos and terra = Earth/our planet within the mundus. Gotta dig into the Latin to see what's really being said.
Again, let me emphasize, I DO NOT believe or think or feel it necessary to think this is the way the universe IS. This idea of the nested cosmos is the ancient's best guess as to how the ALL is built. Now, if you want to go down the rabbit hole of the multiverse/many worlds (multi-ALL? multi-cosmoi?) theory of cosmology, that's probably a discussion for another thread. I do NOT think that Epicurus had some sort of idea or preconception or premonition of modern theoretical physics and its idea of the many-worlds theory. As much as we'd like to imagine Epicurus coming up with that 2,300 years ago, I think that's a bridge too far... even if it is amusing to think about it.