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Astronomers are on the Hunt for Dyson Spheres
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Sorry, all I'm seeing are reasons how you could take all the energy from a given star and move it elsewhere without a reason to do so, even to the point where virtually none of that energy is being used locally. This is the classic solution looking for a problem idea.
There are plenty of resources on the internet that have already responded to all your questions. Feel free to look it up.
Yes, I was only focusing on the "physically possible" part. I don't think it makes sense for us to inherently limit our search for such things to the most obvious solution - focus on that first, sure, but don't rule out that non-physically based assumptions are wrong. We can't assume that a civilization capable of producing a Dyson sphere would exactly follow what we assume to make the most sense.
But I can gladly provide some possible reasons:
You're writing as if the assumption of local energy usage is physically given and can't be wrong, but we simply can't know for now. It could be right, or it could be wrong. Again, I agree that it makes sense to assume it to be correct, as it would be a much more easily recognizable marker, but that doesn't mean it's the only option.
Yeah, if you're going dark forest and AI, you could do a lot with even a K1 civilization, which makes a Dyson swarm kind of silly, anyway. Unless you put the effort into it, in which case it would be difficult to effectively fight a K2 civilization, especially a multi-system one, because the power, numbers, and capability to spread make options other than hiding not make much sense, anyway. Throw in some Von Neumann probes for good measure and the only winners will be the ones who spread faster.
The Bobiverse gives some ideas about what some good probes can do, and the Culture gives some ideas of just the kind of power an advanced civilization can have. Darwin's Radio has some good ideas about the dark forest and interstellar wars/genocide, and some interesting ideas about the nature of reality and matter itself.
I'd argue that the Dyson sphere is a method of hiding your whole solar system if done right - you put out your torch, which reduces the likelihood of visual detection, while also being able to safely expand your civilization throughout your solar system. Von Neumann probes would probably be a terrible idea in a dark forest scenario, since their communication should come back to you, spreading your position far and wide.
Thanks for the recommendations!