Whether you do the whole frame in concrete or steel is down to cost and speed and there doesn't seem to be much of a rush on.
As with KGX1 pictured above, concrete cores provide lateral stability during construction (and in the permanent state). Taking the cores up first can be done without an unduly heavy crane and if a steel frame is to follow, it can be braced against the core. You can also build the crane off the core to load the steel but it's hardly worth it at this height.
The concrete core can go up as precast panels (generally sandwich panels with wet concrete poured between concrete 'shutters') or traditionally shuttered concrete or 'slip-formed", with a constantly moving steel formwork or 'jump-formed', where the formwork is moved up floor by floor (both of the latter relatively expensive for what this is and more suited to higher rise construction or where time is of the essence)
Drylining as fire protection is notoriously fiddly to get right and properly fire-accredited and therefore less 'robust'. I'm surprised if it's used for that in a big way in the main stand as it can get kicked to doll-rags with so many people using the cores in a stadium. But then I don't seem to recall seeing concrete cores in the main stand, so...
