The species that build the sphere needed the extra radiation to survive.
And doesn't the Enteprise usually scan for lifeforms (lovely little lifeforms) from orbit, a distance to the ground of only a few thousand kilometres? Some areas of the Dyson sphere's interior surface would have been some three hundred million kilometres away, and blocked by the star.
... but if that port the Enterprise went through is typical, the transports couldn't have been that big.
The transports (if any) could have docked on the outside of the sphere, the crash site of the Jenolan on the outer surface did show nearby structures.
So there were "buildings" on the outside.