The thing is: small, rocky planets are very hard to detect. Almost all the exoplanets we know are gas giants (Jupiter-like, super-Jupiters, or cuasi brown dwarfs) and the ones that are closer to their stars (hot Jupiters) are more easily detected because the gravitational effects are more evident. It doesnīt mean that close orbits are usual for gas giants. In fact the discovery of the first of those close orbiting giants was a surprise.
About the formation of rocky planets from the core of gas giants, itīs possible but I think the most accepted theory is that they are generally born from the stellar dust and debris around young stars. But there may be different origins to them. We donīt even know if gas giants have a rocky core. Perhaps thereīs no solid centre there, perhaps thereīs some fluid, plasm or some other exotic material.