You can probably build an orbiting but continuous “ring,” starting with a few points along the ring and then building towards each other, ultimately connecting. And maybe the ring could be fairly wide -— but all the bits need to be essentially in orbit. (See Niven’s “Ringworld”)
With a Dyson sphere, the “polar parts” are NOT in orbit.
As the belt gets wider and wider, it reaches a point where the orbital velocity of the edges is no longer counterbalancing the tendency to “fall” inward to the star.
At the extreme — the poles — orbital velocity is zero, and the rest of the sphere would have to somehow “hold it all up.”
Unless the ETs have some form of antigravity...
“(See Niven’s “Ringworld”)”
IIRC, Niven later wrote about how the Ringworld would be unworkably unstable.
Building a sphere around a star?
That would take more than an entire planet’s worth of material.
A Dyson sphere would require the resources of several solar system at least, given the star to planet size ratio.