As for choosing to not make structure to last, I know of various buildings that were intended to be available for a period of at least 50 years. These structures began to fail after only 25 years. If we design for a period of "x" and we have failures at half of "x", we have some serious problems to overcome. One of them is that as a society we are so short-sighted that we cannot think past today, let alone 50 to 100 years.
If we are continually improving our construction techniques then explain why there are various research groups trying to work out what and how the ancients did things? Why do these research groups (in both private and public organisations) want to know this information? Is it because the techniques and materials used by those ancients are not known today? Is it because those techniques are superior to those we use today?
As far as cement is concerned, there are a number of different research groups that are looking at why we cannot make long lasting cements. On interesting facet about cement is that steel reinforcing actual decreases the life of any structure that uses this kind of technology.
You make a comment that we could replicate ancient structures "if" we chose to do so. You use the example of a pyramid as your example. Yet how they were constructed is an active research area because we don't know how it was done. There are lots of ideas, but no actual certainty on how they were constructed. Without knowing how they did and why they did what they did, it becomes very difficult to duplicate.
As I said before, we use different technologies to them. I suggest that you read various histories of technological development, including the late 19th and early 20th centuries to see what was done and how we lost the ability to do today. Sometimes we have been able to recover specific technological pathways because we have been able to get access to those individuals who were involved in previous generations.
I'll go back to my original comment that we, today, have an attitude problem when we consider earlier or ancient societies as being "primitive". It is an unfortunate fact of life that we do not care to preserve knowledge from the past. This is often done because we believe that we are more technologically advanced than we were even 10 years ago. Yet there are consequences to that attitude that will come back and bite us as a society and has already bitten us at various times in the last set of decades.
When you say that the statement "Yes we can do many things they didn't and they did many things we can't." is categorically untrue, then I can only assume that you are not familiar with various projects that are trying to discover how the previous societies were able to achieve particular outcomes (in a technological sense) that we can't do yet, even with all of our vaunted technological skills.