The internal surface area of a sphere with radius 1AU has so much area that its unlikely any spacefaring civilization would ever spread to that many planets. It would be enough to have billions of versions of your civilization/species with room to spare, AND have them all be able to communicate without light years of transmission delays, never mind time and cost of travel, and thus drift apart. Then, one has the opportunity to otherwise live in very similar circumstances as the planet one evolved on. Looking at our attraction to nature I would guess any species would think of this as a benefit, and would prefer it over terraforming faraway hostile environments or inhabiting cramped space cabins.
So yes, if you have the ability to make a Dyson sphere, I can very well imagine that you would.
Doesn't that violate cause and effect? i.e. if we can have a "result" without any "effort" then there was no cause for that result i.e. violating cause and effect.
Hmm. Magic and miracles are not the same. One is breaking some of the core laws of physics that hold true regardless of your "capabilities".
I also don't really like that justification because it can essentially justify any sort of belief.