This business of current only flowing on the surface of a conductor is known technically as the "Skin Effect" but it is only significant for high frequency AC currents. A brushless motor turning at 50,000 RPM has a switching speed of 5,000 times per second (50,000 RPM / 60 sec per minute ==> 833 rev/sec. Multiply that by 6 (for each of 3 phases being energized twice per rotation) gives you 5000 changes or 2,500 cycles/sec. Look at this article in Wikipedia:
http://en.wikipedia.org/wiki/Skin_effect
It shows that the skin depth for 10,000 cycles/sec is .66 MM, for 1000 it is over 8MM. So for RC frequencies the wire we have and use is fine enough that no further advantage would be accrued by making the strands thinner.