No, you are correct that as the pressure increases, it eventually compresses to liquid and solid. And bathe cores of the planets are made of heavier elements that are solid anyway. But they are mostly gas.

So Saturn and Jupiter are made of roughly 90% Hydrogen and helium and are defines as gas giants. Uranus and Neptune have a lot less, about 20%, and havr more heavier elements like oxygen and nitrogen. These are called ice giants. Both are so big and have such high gravity that they have rock/ice cores with strange physics we can only hypothesize about.

The gas giants, after you get past the atmosphere, have such high pressure that the hydrogen becomes like a liquid metal. If you remember your periodic table, elements in a column all have similar properties. The column Hydrogen is in is all metals except hydrogen. The pressures are great enough to force out hydrogen's metal properties. It likely goes straight down to the rock/ice core.

Ice giants dont have enough hydrogen to form a liquid metal hydrogen layer. Instead, after their atmosphere comes a mantle of water, methane, and ammonia ices. These proceed their rock/ice cores.

Now, these are hypothesis based on the planets' composition and properties. Fairly good ones too, though we still have some unknowns.

Now, as to the why this is: the current leading hypothesis is thay during the formation of the solar system, the solar winds pushed more the lighter elements to the outer system while heavier elements were mlre resistant. That left with mostly heavy, rocky material for the inner planets and mostly light, gaseous material for the outer planets.

Hope it helps

Edit: initially wrote "row" instead of "column", fixed

We really don't know. There's a lot of theories but nothing confirmed.

The commonly accepted theory these days is a rocky metallic core (mostly iron/nickel), like the inner planets. But right above it is basically an ocean of liquid metallic hydrogen. Heat and pressure are essentially opposing forces when it comes to what state matter will take. Heat pushes the element toward gas, pressure pushes it toward solid. In the center of planets like Jupiter the pressure wins, hence the liquid hydrogen ocean. The only reason we don't think there's solid hydrogen there is that there isn't enough pressure for hydrogen to solidify at the temperatures in Jupiter's core.

Note that gas giants can get big. There's been some that we've seen that are borderline stars. If they got just a little bit more matter they would have enough gravity, and therefore pressure, to kick off fusion and turn the core into plasma from the heat.

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jupiter and saturn are mainly gas, neptune and uranus are better classified as ice giants and pluto is icy but is not giant