

For a power-collecting Dyson sphere you don’t actually need all that much matter. Most of the sphere’s area can be thin metal foil that just acts as a mirror to concentrate light on power converters, for example. You could build it with asteroidal material.
If you really want to get massive, then Mercury is usually the first target people propose for demolition. Lots of heavy elements and already close in to the Sun. And nobody cares much about Mercury.
No, there’s ways to do this without damaging Earth. You could arrange the sphere so that there’s a gap that allows light through specifically to keep Earth lit, or you could use mirrors or straight up artificial light sources to maintain Earth’s sunlight levels.
Or you get over the obsession with maintaining Earth exactly as it always was and carry on without it. Once we’re talking about Dyson spheres a planet like Earth would be a very minor population center. Probably more valuable as a source of additional building material than as a place to live in its own right.