[Baron Munchausen]

More than economically (though that is a problem too) it's just not physically realistic. As pointed out, there is no material strong enough -- cannot be a material strong enough -- to make it work, and even if you could build it there would be other problems like the effects of rotation on the non-equatorial regions and like where does the solar wind go? The Ringworld idea by Larry Niven is much better.

SE V is going to be a very different game. Maybe there won't be ringworlds/sphereworlds at all, or maybe just as 'artifacts' that you can configure in the map instead of buildable in the gameplay.