To expand on that a bit more-- where there are normally threads for your axle in a yoyo half, yoyos that use side effects basically have a hole. It’s a hole of a certain dimension, but a hole nonetheless.
The side effects are a tight press fit into these holes, providing the threads for the axle while at the same time allowing different designs (which affect both weight and appearance) in the cup.
They DID make a hubstack-like side effect called the RSM (Rotating Side Member) but as far as I can tell it is no longer available new.