Burning planets for energy, if using the energy from stars is indeed a viable alternative, will be a truly sad waste of the beauty and interesting ordered structure of space.
That said, seems the Earth was once inhospitable around the time Venus was 'alive'. Good documentary which lends weight to what you said: https://www.bbc.co.uk/iplayer/episodes/p07922lr/the-planets
Because you're right -- at some scale, for some payoff, burning a Venus is the right decision. But ceteris peribus, harvesting from the entropy already present is better than adding to the universe's entropy.