[Higgsboson]

I just can't let this one pass by...

If you are operating on a sufficiently advanced technological level (i.e. like Weird Worlds), then building a dyson sphere or ringworld is completely possible. It is still a massive undertaking, but the benefits are similarly massive. Consider a standard dyson sphere that uses some standard super-tensile sci-fi metal to get away with a 1-meter thick shell. The sphere would have only 280 times the mass of Earth. If you assume 1-1 elemental material conversion (again, a not-unreasonable assumption for any culture considering actually building one), then you could build the whole thing using just Jupiter and still have ~37 earth-masses of material left over. While you're at it you could filter out all of Jupiter's He-3 and use it to power the entire conversion process.

Of course, dyson spheres are really impractical. For one, your useable surface area on the inside is a small fraction of the actual area. A 1 Au radius sphere would have the internal surface area of 553 million earths, but most of it is uninhabitable. A ringworld is a better option. A ringworld with 1AU radius , a width of 10000km and a thickness of 100 meters has about the same mass as Venus. Even better, since Venus is solid you don't need any fancy atomic conversion stuff. Just send over a few Von Neumann nanobots and le them do their thing for a couple centuries. When it's done you'd still have 18440 times the surface area of Earth.

Some of the above calculations I borrowed from Zubrin's text Entering Space, which is a truly excellent book if this kind of thing interests you at all. Something Zubrin does not consider, however, is the idea of a small ringworld that doesn't enclose its host star. Like the rings from Bank's Cultureverse, these would simply orbit the sun. if you assume the axis of rotation for such a ring is nominally pointed directly at the sun, then inducing a slight axial tilt would allow for day/night cycles without having to add any kind of sunlight interruption mechanism (like on Niven's ringworld). They aren't quite as efficient as a real ringworld, but they are easier to build and you can use the first while building the second, etc. These could also be easily implemented in the game: just replace the planet graphic with a ringworld graphic and the appropriate description.

Regarding the "need" to build such a structure: No matter what kind of power plant is running your fridge, you still need a place to keep it. Having direct energy to matter conversion does no excuse a society from this necessity. Besides, A sufficient;y advanced society might build one because they want one, or just to see if they could do it. Maybe they would want one as a tourist destination, or to impress the less advanced species.
An alternative for modders who just want an impressive planet in-game to place cool tech on is to have a planet with several space elevators linked in geosync orbit. It still looks cool, requires advanced tech to build, and can easily be handled by the game engine.