Reschke, I cannot answer for Choowy but I can say that MDF is very easy to router and shape. Much easier than standard CDX plywood. We often use it for custom (paintable) base, chair rail, door, and crown molding. Yet it is still very strong and long lasting.
Yes, it is relatively strong. As long as the loads run parallel to the boards. (If that makes sense.)
Also, it is vulnerable to moisture until sealed.
And most importantly, when working with MDF wear mask, or even better, a respirator. MDF dust is not good for your lungs - you don't just breathe in wood dust, but also chemicals, i.e. glue, formaldhyde, among other things. If your router sander accommodates a vacuum hose, use it. You will have a lot less to clean in your shop.