Only because we expect a far lesser fraction of societal productivity to be spent on them.
I don't know if anyone's run the numbers for the pyramids but European castles and cathedrals took a massive fraction of their area's productivity to create compared to modern civil engineering products.
Recreating the pyramids would only be "big" because modern society doesn't spend big on vanity projects like that anymore. With modern tech we could build the same pyramids much cheaper or many more pyramids for the same money.
Evolution rarely produces something useless, especially something that consumes a lot of precious energy like the brain.
More likely these people were exquisitely knowledgeable about their environment.
Either that, or their brains were the same size as ours, but far less efficient.
Whether this means Neandertal had greater cognitive capacity, or sapiens brain is more efficient, isn't clear to me.