There is a reason why Dyson spheres are science fiction. That reason is not “there’s not enough water to boil”. If we were to somehow have the technological capacity to build a Dyson sphere it would most likely use some direct light to energy solution, something like photovoltaics. Or if it did need to go light -> heat -> electricity it wouldn’t be using water, it would be using noble gases.
There is a reason why Dyson spheres are science fiction. That reason is not “there’s not enough water to boil”. If we were to somehow have the technological capacity to build a Dyson sphere it would most likely use some direct light to energy solution, something like photovoltaics. Or if it did need to go light -> heat -> electricity it wouldn’t be using water, it would be using noble gases.
You forget that we would also somehow need to be able to produce more metal that our solar system holds.