When Freeman Dyson originally conceived of the Dyson Shell (he called
it a shell, the Sphere term came later from others who thought of it as
one solid hollow sphere), he imagined millions of planetoid-size habitats
encircling their star, filled with alien yet still organic beings.

Later thinkers began to get past this paradigm, which many parts of
the SETI field still imagine all intelligent life to be, basically versions of
us (think your typical Star Trek species). This new thinking considered
the entire Dyson Shell to be one vast machine, not a place for organic
inhabitants living inside. A machine that would need lots of energy to
run its processes:

http://www.aeiveos.com:8080/%7Ebradbury/MatrioshkaBrains/index.html

What would such a "being", for lack of a better word, need all that
power to think about? I can make some wild guesses, but I suppose it
is the same as an ameoba wondering what we do and think about - but
they aren't even capable of that.

Of course I can always fall back on the Invader Zim defense, which is
the reason a Dyson Shell might be built is because it is really, REALLY
cool!

Should such things and beings exist, it may be another explanation why
no one has contacted us, or that we have even picked up a stray signal
from an ETI. Why would such things/beings ever want to talk with us?

One good thing about the concept is that it does get us past the
paradigm we have held about alien beings for ages, namely that they
may look different and have evolved on a totally different world far
away, but they still ultimately act and think like us. That might make
it easier for someone who has a science fiction series to produce
every week, but it is not necessarily an accurate picture of what
may really be out there.