Well... what about Dyson Spheres?
I'm pretty confident that there's not a single Dyson Sphere anywhere in the universe.
Never mind stability or radiation issues, do you have any idea how much material would be required to build a Dyson Sphere around our sun of 1 AU radius and one mile thick?
That doesn't really matter when a sufficiently advanced civilization is in question.
You can't keep looking at problems from human perspective.
If you did that, you might as well attribute human qualities to alien races ... which is quite possibly not applicable because they are ... alien.
Furthermore ... it's also possible that no Dyson spheres would ever be constructed by other alien races which are far more advanced than us.
Not technological limitations, but maybe they haven't thought of doing it.
Or they might have considered the idea but dismissed it because they didn't deem it usable in any conceivable manner.
There are multiple other possibilities to consider.
They aren't human, so we can't assume that what we envision and is (presently) beyond our capabilities will be done by a far more advanced alien race that didn't evolve in a same fashion like we.
Their priorities are quite possibly vastly different in comparison to ours, same goes for ideas, understanding and everything else.
So stop applying human notions to something that by definition is NOT human.