Where all this energy from a dyson sphere is supposed to go? Most of the energy we produce finally ends up heating the atmosphere. This doesn't seem to be the c

Where all this energy from a dyson sphere is supposed to go? Most of the energy we produce finally ends up heating the atmosphere. This doesn't seem to be the case for a supercivilization. The energy may be turned into matter but from efficiency standpoint it is simpler to convert existing matter to whatever you want.