re: Why would an alien civilization capable of making Dyson sphere have an enormous amount waste heat?
The second law of thermodynamics.
An enormously successful and energy-efficient civilisation MUST still bleed "waste" heat out to the Universe to allow their civilisation to "ride the wave" and locally preserve or decrease Entropy.
A Sun is prodigious waste of high-value energy and preserves almost none of the entropy. A Dyson sphere neccessarily throttles down the flow of energy to a lower temperature, lower value form, while creaming of the Entropic "value"...