Let's look at this another way.
To be able to mine and harvest mercury we'll need 2 things we don't currently have. A way to protect anything on the surface, or that near the sun, from the extreme heat, and 2, a way to protect anything on the surface, or that close to the sun, from the extreme radiation.
Now, if you develop those two techs, you won't need to harvest Mercury, or create a Dyson sphere, as you will have two of the critical components needed to make a viable fusion reactor.
To be able to mine and harvest mercury we'll need 2 things we don't currently have. A way to protect anything on the surface, or that near the sun, from the extreme heat, and 2, a way to protect anything on the surface, or that close to the sun, from the extreme radiation.
Now, if you develop those two techs, you won't need to harvest Mercury, or create a Dyson sphere, as you will have two of the critical components needed to make a viable fusion reactor.