The background object is a large sphere, so I don't think that's the problem. It would seem easy to have some masked fractals cover the northern hemisphere, just like you would on the planet (but the with huge values). I do use voronoi with settings that make it perfect spheres, but also another setup with some blue nodes that makes perfect spheres (adding two Voronoi 3D A vector nodes). Stars seem to cluster somehow, which might be due to 256 variations limitation, but with some fiddling you can get a nice spread. Even using 100m range of starsize, though it seems that if you extend that to 1k or bigger, you don't see much difference. Shifting color offset just a wee bit will get either a very dense dotty galaxy or occasional small dots, hard to subtly increase number of stars. I will experiment further.
The MW itself is the problem; it often looks like a cloud, getting it to fade out is pretty hard, even using smoothing and soft SSS for masks.
And indeed, Bobby, that's where I looked for ideas. Some great images to be found!