Here, I'll construct an argument in a similar form. People don't like mosquitos, for various reasons including that they transfer deadly diseases. Therefore the presence of mosquitos says there's a high probability that the planet isn't actually inhabited by us, because we would have killed them by now. After all, we have the technology.
Maybe, by the time we get around to wanting to construct a Dyson Sphere, we will have found a better alternative. Maybe they aren't a good idea for any number of reasons (if you need one, read the Cixin Liu "Dark Forest" series).
Any argument of the form "X is inevitable but hasn't occurred, therefore Y" first needs very strong proof of the inevitability of X.
If you are ultimately bounded by energy requirements then solar is where most of the available energy is even if you literally cannibalize the gas giants.
https://www.nytimes.com/2019/05/26/us/politics/ufo-sightings...
While possible seems a bit inefficient.