I currently use some Adobe software like Illustrator. I've just come across some pictures and picked this to ask, what software would they use to create pictures like these?
I guess you should give some preferences what you can accept. A competent painter doesn't need any software, only brushes, canvas and colors. Some Matryoshka generator which accepts wide enough settings could be recommended. Advanced 3D artistic design programs such as Blender, Maya etc... and CAD programs with realistic rendering can be used if you can get the surface texture images and the background.
Believe or not, even Illustrator's 3D effect revolve could be used if you can get the needed images:
I haven't the needed images. I took from wikipedia a well made equirectangular planar map which bends perfectly on the half-globe in the art mapping dialog:
You need an image for every visible surface. The outer glow of the hottest piece can be inserted separately as an effect.
As you see the shading is not perfect, all parts seem to have their individual lights, parts don't make shadows on other parts. Applying the revolve effect at the same time to all parts didn't help.
High end 3D software gives more possibilities for getting the lights and shadows right automatically. There the shadow caused by one part onto another is taken into the account with zero effort.
The image from illustrator can be pasted to Photoshop for manual shading.