We could, if we happen to be looking at that star, but we'd have to catch them in the act. Remember how vast these time scales are, and consequently how improb

We could, if we happen to be looking at that star, but we'd have to catch them in the act. Remember how vast these time scales are, and consequently how improbable it is that any other civilization would be doing it in the same decade or century as we exist. We've had the ability to detect and track such changes in star radiation for roughly a century. The potential scale of intelligent life is on the order of ten billion years and counting. That's a 1 in 10^8 chance that they're doing it at the same time as we happen to be looking. Also, a Dyson sphere isn't invisible - the star doesn't exactly disappear. The material will absorb some radiation, heat up, and glow in the infrared. We've calculated what such a heat signature would look like, and haven't found any such thing yet.