A super advanced alien civilization, I think, would try to explore new planets rather than create a mega structure like Dyson spheres. The stars, even if their existence lasts billions of years... still, it has its finiteness, and its death is an immeasurable destruction all around
Exploring planets looking for possible energy resources comparing to stars which are a definition for energy generators is silly in my opinion
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I was just rambling on the topic. I agree with you... it would be much more uncertain to explore resources on other planets than using the Dyson sphere.
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