A free superstring has an infinite tower of states with increasing mass. The massless states correspond to the fields of the corresponding SUGRA. In "Quantum Fields and Strings: A Course for Mathematicians", vol. II p. 899 we find that the massive states do not contribute anything new to the possible string backgrounds. Terms in the string action corresponding to coupling to a massive background field are nonrenormalizable and therefore disappear when we RG-flow to the IR fixed point, which is the CFT we actually use in quantum string theory. Actually it is explained for the bosonic string but I don't think the difference is essential
What is the physical meaning of this result?
Does it mean massive string states are solitons of the massless fields? If so, do these solitons exist in classical SUGRA?