To counter your point on an aesthetic level, what would you rather see in the skybox when you play a "Jupiter" level, Europa hanging in the sky, all one-color and drab, or a giant freaking Jupiter with the angry red spot swirling? Also, I'll bet Europa already has some awesome ice structures and terrain that would be fun to run around on.
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It would be cool playing on Jupiter and periodically have a giant storm engulf the planet and go away!
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No doubt Europa probably will be a beautiful looking locale. I'm just saying that it's not out of reason that the colonists of the golden age couldn't have terraformed the surfaces of the gas giants. While I agree with your sentiment, I also like to think of what Bungie's interpretation of what Jupiter or Saturn's surfaces would look like. Yes, there's no scientific data to go on, but maybe that would afford them a little creative leeway.