I think the biggest advantage will be that it allows you to generate energy without having specialised planets for energy production, which in turn means you can specialise those planets for science/minerals/whatever
This could lead to an endgame empire that completely relies on Dyson Spheres for Energy and only produces science on its planets/ringworlds/habitats, and gets its minerals from mining stations.
Are players able to build more then one Dyson Sphere?
If Yes, large empires will turn near every non-habitable system into DS
If DS is going to be unique Galactic Wonder, then mere 400 Energy is... meh
I strongly suggest combining power output with energy cap increase and some kind of empire-wide bonus for DS owner.