we have *always* relied on sunlight
Past performance is not an indicator of future performance. Humans always used horses... until they invented a car. Humans were using only land transport.. until they invented an airplane. Humans were always planet-bound, until they flew into space.
A Dyson sphere is not a scientific fact, it's only a possibility, and not trivial one at that. The approach has many problems.
First, the Dyson Sphere, even if it is ideally constructed, will only supply energy to your sites near the star. However it is logical to expect that an advanced civilization will need spaceships for all kinds of purposes, from research to migration. This cannot be done without movable sources of energy (thermonuclear at the least.) Once you have them, the effort of building the Dyson sphere appears to be too high.
Then the Dyson sphere needs to be constructed. There isn't much material in an average planetary system to do that, unless you can transmute your common silicon and carbon into scrith and make a thin foil out of it. You also need to deliver that material to where it is needed, and join it. A Ringworld is a much easier possibility at this point.
Once you build the sphere you need to equip it with collectors of solar energy. Where would they come from? If we build a sphere at 1AU from the Sun, do you think we can line it with solar panels? We'd have not one atom left in this Solar system after we built the sphere. Besides, the sheer volume of the effort would be impossible.
The sphere would need to be thermally balanced. (This is how they intend to find it.) If you collect all the energy and keep it inside it will heat up to the temperature of the star - and that is perhaps not what you want. So you need to cool it. Earth is rotating, radiating heat every night and collecting it every day. Planets like Mercury show what happens when a planet is thermally overloaded. The Dyson sphere would have to have radiators of energy somewhere on the external side, and there would have to be conduits. This is a lot of work.
Then the question would arise of atmosphere. Is your Dyson sphere is at 1AU then you need to live on that sphere - and that means that you must have means of holding the atmosphere in place. If you leave Earth (for example) in place and instead build the sphere on a farther orbit then the surface of your sphere grows and you need even more material. Also the problem of transportation of collected energy arises.
Considering these and other technological and conceptual difficulties, it may be easier to just use local sources of energy, like thermonuclear reactors or better. Astronomers, of course, want something to look at, and you can't look for reactors that far away. I don't think they will find Dyson spheres, though. A civilization that is advanced enough to build such a sphere probably does not need it.
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