Let's presume that the universe is full of Dyson Spheres, and the gravity they produce is what we call "Dark Matter". Well, Dyson Spheres must be built, right? So earlier in time, there would be fewer of them, and later in time there would be more of them.
When we look into the sky, we look back in time. So if this were the case, when we look backwards in time we should see more brightness and less dark matter effects, while closer in time we should see less brightness and more dark matter effects.
We do not see those patterns. Dark matter is consistent over time, as far as we can tell, and brightness from stars remains what we would expect.
Any sort of Dyson-spherish thing would radiate in infrared, and not be dark at all. A long time ago somebody went looking for these infrared emitters, and found billions (and billions) of them in our galaxy alone. Turns out low-grade infrared-emitting stars and star-like things are more common than dirt. There is no way to tell them apart from a hypothetical Dyson thingy, even if there were any actual reason ever to build one of those. (Which, hint, there isn't.)
"The observational signatures of such “Dyson spheres” include waste-heat from the absorbing sphere, obscured direct star light (resulting in both an apparently underluminous star and potential temporal variations in brightness) and the effects of feedback on the properties of the star from the surrounding sphere."
So there are ways to distinguish probable Dyson spheres from the majority of these natural infrared sources.
You might imagine a playful civilization building one next-system-over to fool planet-bound hicks who actually still believe they are a good idea. The hicks restructure their whole civilization to be able to mount a trip to visit it, and when they arrive find it is all just a mock-up.
EDIT: but I like your idea, sounds like it would be a fun short story!
Dyson was writing at a time before people were thinking about controlled fusion as a way to generate power. Furthermore, he projected not building, but growing a biosphere spread out around a star. The notion of constructing a thing to try to gather and convert all of a star's radiation is a radical corruption of his idea.
Finally, he posited this development in the near term, while humanity remains far short of any capability that could actually be called advanced, with nothing better to hand than genetic engineering and dumb rockets.
Thermodynamics does not play around.
and the dark matter is everywhere (almost, there're galaxies without it) which would mean that most of the universe has intelligent life but then why there's no other signals? something should've leaked/pointed at it