You are mixing some metaphors here. Masonite is NOT a pine veneer. The inexpensive doors you see at the depot probably ARE a pressed-board skin. Most interior doors are holow core, but they are avalable as an upgraded door which is "solid" with sound-deadening material.
There are probably, oh, say ...52 quadzillion of these doors in use today. They take an excellent coat of paint. Please remember to paint all SIX sides, which means the top and bottom edges. This will avoid any moisture intrusion. The only knock on a pressed door is that if the surface is badly dinged, say by a refrigerator being carted through, it is difficult to pacth the surface and have it look good. Also, you are limited to paint, as opposed to a stain you might want to use on a real wood door. I believe these doors are excellent value for the money.