I'm fairly sure that the medium within the ring-shaped mold is homogenous once cured--I don't think it's a cured surface membrane with a liquid interior?
Presumably that's the purpose of the heat-curing process described in their paper, as UV won't be able to penetrate arbitrarily deep into the polymer.
They inject a liquid polymer solution into the water+glycerol solution, in the area they want it to be. 'Immiscible' means they won't mix, it'll just form a homogenous bubble/blob in the water. And they carefully adjust the density of the water+glycerol ahead of time to match the density of the polymer, so the blob of polymer neither floats nor sinks. Surface tension affects the shape of the blob caught in the ring mold, which is created ahead of time to produce the shape they want. Then they cure it, 'freezing' the liquid polymer as it solidifies. There's no liquid inside when it's done.
Wow I'd completely misunderstood what was being initially UV cured, I thought it was a "skin" of material to form the shape much as a balloons final shape is influenced by the thickness of the rubber and was inflated. Talk about the bad effects of skim reading!
Presumably that's the purpose of the heat-curing process described in their paper, as UV won't be able to penetrate arbitrarily deep into the polymer.