I kinda like that the megastructures are expensive and impracticable, it seems, from a mineral - to - energy perspective. The natural world is almost by definition the most efficient way to store the materials, energy, food, etc. that exists in the universe. By building a Dyson sphere, Ringworld, etc. you are building something completely unnatural. Furthermore, it goes with the general trend of increasing opportunity costs that is usual with late game things.
A ringworld would be perfect for a civilization that got boxed in by aggressive civilizations (like, one of my more recent games). A Dyson sphere would be awesome for civilizations that don't have that much space for energy anymore. If these megastructures provided increasing returns to scale, then there would be no tradeoff required to build these completely impracticable machines!