Topopoli exist. In fact, certain Hive Worlds (including, and most notably, Terra itself) would arguably qualify, plus a number of versions discovered by expeditionary/explorator fleets (the most common is apparently anathema, as it is often maintained by an Abominable Intelligence). Many of them are either under quarantine, or have been subject to various stringent forms of Exterminatus (yes, the Imperium DOES have tech that can crack a planet open. If they just want it not to count as a topopolis, though, sufficient orbital bombardment from regular weapons'd work).
Ringworlds, arguably used to exist (although the example given isn't a Niven-style, but a STL interstellar version of either a Banks-ian Orbital or Habitat, and it was destroyed by an Imperial Expeditionary Fleet during the Great Crusade). And there's a (surprisingly stable) Clarkesque version orbiting a (relatively safe) plane between Hydraphur's ecliptics (it's a complicated solar system); the main difference is that although the station segments are joined together (allowing for some flex) and encircle the planet, it isn't tethered by space elevators.
When we get to Dyson structures, IIRC, there is one in fluff, but it isn't human (in fact, it's possibly pre-human; probably pre-interstellar spaceflight; certainly pre-Crusade). In fact, it's a wholly solid uninterrupted surface, with a C'tan imprisoned inside the star it encloses. This is, of course, impossible. It's part of the torture and imprisonment for said star god.
Aside from that, consider where the Imperium ranks on the Kardashev Scale*- certainly Type I (with many worlds being Type 0), with the capacity to actually destroy planets (well, break them into smaller bodies, most of which are too small to reform into spheroids) giving it at least transient Type II capabilities. Indeed, given the aggregate of Type I planets, we should probably define it at Type II overall, but we don't have the evidence of any megastructures of the kind Dyson proposed. It's not unfeasible that the DAoT/GAoT produced such, but given the impressively rapid rate of expansion humanity had (and the fact that an efficient Dyson sphere/cloud emits very little in the way of coherent radiations and signals), before the rather spectacular fall into Old Night, it is perhaps unsurprising that they haven't been found. For that matter, it wouldn't be too surprising if they had been found, and simply haven't been (widely?) mentioned in fluff.
Likewise, we don't know that humanity ever went for the "efficiency" route. Dyson clouds, ringworlds and similar megastructures only make sense if it isn't relatively easy to just spread out to another habitable system. Admittedly, pre-warp travel (or at least pre-Geller Field), that would be the case, but given we never attempted it in Sol, it seems likely that mankind just writes it off as too much hassle to deconstruct a (significant proportion of) a solar system just to make something more efficient.
*With Type I at the level Lemarchand proposed. I could use Sagan's formula to get closer, but the setting's science is just soft enough to make that impractical)